e.2.20

/*-----------------------------+
|			       |
| Shared by www.Aptrafx.com    |
|			       |
+------------------------------*/

//+------------------------------------------------------------------+
//|                                                 e.2.20 5 min.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005, tageiger aka fxid10t@yahoo.com"
#property copyright "Copyright © 2005, MetaQuotes Software Corp."
#property link      "fxid10t@yahoo.com"
#property link      "http://finance.groups.yahoo.com/group/MetaTrader_Experts_and_Indicators/join"

//---- 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;//initial lot size
extern double     MaximumRisk       =0.02;//percentage of account to risk each order
extern double     DecreaseFactor    =3;//lot size reducer during losing streak

int               b1,b2,b3,b4,s1,s2,s3,s4,cnt,ticket,total; total=OrdersTotal();
double            TSL               =0;
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,bsl,ssl,buy,sell;
double            bline,sline,ma,ma1,spread;
double            digit;            digit=MarketInfo(Symbol(),MODE_DIGITS);

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);
spread=Ask-Bid;

buy=NormalizeDouble(ma,digit)+spread;
bsl=NormalizeDouble(sline,digit);
sell=NormalizeDouble(ma,digit);   
ssl=NormalizeDouble(bline,digit)+spread;

Comment("BLine:",bline,"\n","MA:",ma,"\n","SLine:",sline);

int init()  {   return(0);  }

int deinit()  {   return(0);  }

int start() {

   if(OrdersTotal()==0) {  b1=0;b2=0;b3=0;b4=0;s1=0;s2=0;s3=0;s4=0;   }
   if(OrdersTotal()>0)  {
      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()==8)  {  b4=OrderTicket(); }
         if(OrderMagicNumber()==1)  {  s1=OrderTicket(); }
         if(OrderMagicNumber()==3)  {  s2=OrderTicket(); }
         if(OrderMagicNumber()==5)  {  s3=OrderTicket(); }
         if(OrderMagicNumber()==7)  {  s4=OrderTicket(); }
         }
      }

   if(b1==0 ||
      b2==0 ||
      b3==0 ||
      b4==0)   {  BuyOrder();    }

   if(s1==0 ||
      s2==0 ||
      s3==0 ||
      s4==0)   {  SellOrder();   }

   for(cnt=0;cnt<total;cnt++) {
      OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
      if(OrderType()==OP_BUY)       {  ModifyBuy();         }
      if(OrderType()==OP_SELL)      {  ModifySell();        }
      if(OrderType()==OP_BUYLIMIT)  {  ModifyBuyOrder();    }
      if(OrderType()==OP_SELLLIMIT) {  ModifySellOrder();   }

      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;}
         if(OrderTicket()==b4) {b4=0; return;}                   
         }
      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;}
         if(OrderTicket()==s4) {s4=0; return;}
         }
      OrderSelect(b1,SELECT_BY_TICKET);
      if(OrderCloseTime()>0) {b1=0;}
      OrderSelect(b2,SELECT_BY_TICKET);
      if(OrderCloseTime()>0) {b2=0;}
      OrderSelect(b3,SELECT_BY_TICKET);
      if(OrderCloseTime()>0) {b3=0;}
      OrderSelect(b4,SELECT_BY_TICKET);
      if(OrderCloseTime()>0) {b4=0;}
      OrderSelect(s1,SELECT_BY_TICKET);
      if(OrderCloseTime()>0) {s1=0;}
      OrderSelect(s2,SELECT_BY_TICKET);
      if(OrderCloseTime()>0) {s2=0;}     
      OrderSelect(s3,SELECT_BY_TICKET);
      if(OrderCloseTime()>0) {s3=0;}
      OrderSelect(s4,SELECT_BY_TICKET);
      if(OrderCloseTime()>0) {s4=0;}
      }
   return(0);
   }

double BuyOrder() {

   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);
   spread=Ask-Bid;

   buy=NormalizeDouble(ma,digit)+spread;
   bsl=NormalizeDouble(sline,digit);

   if(b1==0)   {  
      if(Hour()>TimeOpen && Hour()<TimeClose)   {
         if(Bid>ma && Bid<bline)   {
            btp1=buy+(FirstTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_BUYLIMIT,
                              LotsOptimized(),
                              buy,
                              0,
                              bsl,
                              btp1,
                              "e.2.20 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(Bid>ma && Bid<bline)   {      
            btp2=buy+(SecondTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_BUYLIMIT,
                              LotsOptimized(),
                              buy,
                              0,
                              bsl,
                              btp2,
                              "e.2.20 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(Bid>ma && Bid<bline)   {      
            btp3=buy+(ThirdTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_BUYLIMIT,
                              LotsOptimized(),
                              buy,
                              0,
                              bsl,
                              btp3,
                              "e.2.20 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(b4==0)   {
      if(Hour()>TimeOpen && Hour()<TimeClose)   {
         if(Bid>ma && Bid<bline)   {      
            ticket=OrderSend(Symbol(),
                              OP_BUYLIMIT,
                              LotsOptimized(),
                              buy,
                              0,
                              bsl,
                              0,
                              "e.2.20 BL4",
                              8,
                              TimeClose,
                              Aqua);
                              if(ticket>0)   {
                                 if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
                                    {  b4=ticket;  Print(ticket); }
                                 else Print("Error Opening BuyLimit Order: ",GetLastError());
                                 return(0);
                                 }
            }
         }
      }
   return(0);
   }//end buyorder

double SellOrder()   {

   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);
   spread=Ask-Bid;

   sell=NormalizeDouble(ma,digit);   
   ssl=NormalizeDouble(bline,digit)+spread;

   if(s1==0)   {
      if(Hour()>TimeOpen && Hour()<TimeClose)   {
         if(Bid<ma && Bid>sline)   {      
            stp1=sell-(FirstTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_SELLLIMIT,
                              LotsOptimized(),
                              sell,
                              0,
                              ssl,
                              stp1,
                              "e.2.20 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(Bid<ma && Bid>sline)   {      
            stp2=sell-(SecondTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_SELLLIMIT,
                              LotsOptimized(),
                              sell,
                              0,
                              ssl,
                              stp2,
                              "e.2.20 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(Bid<ma && Bid>sline)   {      
            stp3=sell-(ThirdTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_SELLLIMIT,
                              LotsOptimized(),
                              sell,
                              0,
                              ssl,
                              stp3,
                              "e.2.20 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);
                                 }
            }
         }
      }
   if(s4==0)   {
      if(Hour()>TimeOpen && Hour()<TimeClose)   {
         if(Bid<ma && Bid>sline)   {      
            ticket=OrderSend(Symbol(),
                              OP_SELLLIMIT,
                              LotsOptimized(),
                              sell,
                              0,
                              ssl,
                              0,
                              "e.2.20 SL4",
                              7,
                              TimeClose,
                              HotPink);
                              if(ticket>0)   {
                                 if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
                                    {  s4=ticket;  Print(ticket); }
                                 else Print("Error Opening SellLimit Order: ",GetLastError());
                                 return(0);
                                 }
            }
         }
      }
   return(0);
   }//end SellOrder
   
double ModifyBuy()  {

   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);
   spread=Ask-Bid;

   buy=NormalizeDouble(ma,digit)+spread;
   bsl=NormalizeDouble(sline,digit);

   for(cnt=0;cnt<total;cnt++) {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);            
      if(OrderType()==OP_BUY) {
         if(MaElineTSL==0) {TSL=NormalizeDouble(ma,digit); }
         if(MaElineTSL==1) {TSL=NormalizeDouble(sline,digit); }
         if(Bid>OrderOpenPrice()) {
            if((Bid>bline) && (TSL>OrderStopLoss()))   {
               bsl=TSL;
               OrderModify(OrderTicket(),
                           OrderOpenPrice(),
                           bsl,
                           OrderTakeProfit(),
                           0,//Order expiration server date/time
                           Green);
                           return(0);            
               }
            }
         }
      }
   return(0);
   }//end ModifyBuy

double ModifySell()  {

   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);
   spread=Ask-Bid;

   sell=NormalizeDouble(ma,digit);   
   ssl=NormalizeDouble(bline,digit)+spread;

   for(cnt=0;cnt<total;cnt++) {
      OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
      if(OrderType()==OP_SELL)   {
         if(MaElineTSL==0) {TSL=NormalizeDouble(ma,digit)+spread; }
         if(MaElineTSL==1) {TSL=NormalizeDouble(bline,digit)+spread; }         
         if(Bid<OrderOpenPrice()) {
            if((Bid<sline) && (TSL<OrderStopLoss()))   {
               ssl=TSL;
               OrderModify(OrderTicket(),
                           OrderOpenPrice(),
                           ssl,
                           OrderTakeProfit(),
                           0,//Order expiration server date/time
                           Red);
                           return(0);            
               }
            }
         }
      }
   return(0);
   }//end ModifySell

double ModifyBuyOrder() {

   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);
   spread=Ask-Bid;

   buy=NormalizeDouble(ma,digit)+spread;
   bsl=NormalizeDouble(sline,digit);

   for(cnt=0;cnt<total;cnt++) {
      OrderSelect(cnt,SELECT_BY_POS);
      if(OrderType()==OP_BUYLIMIT &&
         OrderOpenPrice()!=MathAbs(buy))  {
         if(OrderTicket()==b1)    {
            btp1=buy+(FirstTP*Point);
            OrderModify(OrderTicket(),
                        buy,
                        bsl,
                        btp1,
                        0,
                        LimeGreen);
                        }
         if(OrderTicket()==b2)   {
            btp2=buy+(SecondTP*Point);
            OrderModify(OrderTicket(),
                        buy,
                        bsl,
                        btp2,
                        0,
                        LimeGreen);
                        }
         if(OrderTicket()==b3)   {
            btp3=buy+(ThirdTP*Point);
            OrderModify(OrderTicket(),
                        buy,
                        bsl,
                        btp3,
                        0,
                        LimeGreen);
                        }
         if(OrderTicket()==b4)   {
            OrderModify(OrderTicket(),
                        buy,
                        bsl,
                        0,
                        0,
                        LimeGreen);
                        }
         }
      }
   return(0);
   }//end ModifyBuyOrder

double ModifySellOrder()   {

   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);
   spread=Ask-Bid;

   sell=NormalizeDouble(ma,digit);   
   ssl=NormalizeDouble(bline,digit)+spread;

   for(cnt=0;cnt<total;cnt++) {
      OrderSelect(cnt,SELECT_BY_POS);
      if(OrderType()==OP_SELLLIMIT &&
         OrderOpenPrice()!=MathAbs(sell))  {
            if(OrderTicket()==s1)   {
               stp1=sell-(FirstTP*Point);
               OrderModify(OrderTicket(),
                           sell,
                           ssl,
                           stp1,
                           0,
                           HotPink);
                           }
            if(OrderTicket()==s2)   {
               stp2=(NormalizeDouble(ma,digit))-(SecondTP*Point);
               OrderModify(OrderTicket(),
                           sell,
                           ssl,
                           stp2,
                           0,
                           HotPink);
                           }
            if(OrderTicket()==s3)   {
               stp3=sell-(ThirdTP*Point);
               OrderModify(OrderTicket(),
                           sell,
                           ssl,
                           stp3,
                           0,
                           HotPink);
                           }
            if(OrderTicket()==s4)   {
               OrderModify(OrderTicket(),
                           sell,
                           ssl,
                           0,
                           0,
                           HotPink);
                           }
         }
      }
   return(0);
   }//end ModifySellOrder

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);
   }//end LotsOptimized()