Envelope 2.11

//+------------------------------------------------------------------+
//|                                                   Envelope 2.mq4 |
//|                                                         tageiger |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "tageiger"
#property link      "http://www.metaquotes.net"

//---- input parameters
extern int        EnvelopePeriod    =144;
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 =1;
extern int        TimeOpen          =0;
extern int        TimeClose         =23;
extern double     FirstTP           =89.0;
extern double     SecondTP          =144.0;
extern double     ThirdTP           =233.0;
extern double     Lots              =0.1;
extern double     MaximumRisk       =0.14;
extern double     DecreaseFactor    =3;
extern int        MaElineTSL        =0;//0=iMA trailing stoploss  1=Opposite Envelope TSL
int               b1,b2,b3,s1,s2,s3;
double            TSL               =0;

//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();     // history orders total
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
   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);
     }
//---- return lot size
   if(lot<0.1) lot=0.1;
   return(lot);
   }

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;
   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());
      //Print(b1," ",b2," ",b3," ",s1," ",s2," ",s3);
      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(); }
         }
      }
   if(b1==0)
      {  
      if(Hour()>TimeOpen && Hour()<TimeClose)
         {
         if(bline>Close[0] && sline<Close[0])
            {
            btp1=(NormalizeDouble(bline,4))+(FirstTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_BUYSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(bline,4)),
                              0,
                              (NormalizeDouble(sline,4)),
                              btp1,
                              "",
                              2,
                              TimeClose,
                              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()>TimeOpen && Hour()<TimeClose)
         {
         if(bline>Close[0] && sline<Close[0])
            {      
            btp2=(NormalizeDouble(bline,4))+(SecondTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_BUYSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(bline,4)),
                              0,
                              (NormalizeDouble(sline,4)),
                              btp2,
                              "",
                              4,
                              TimeClose,
                              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()>TimeOpen && Hour()<TimeClose)
         {
         if(bline>Close[0] && sline<Close[0])
            {      
            btp3=(NormalizeDouble(bline,4))+(ThirdTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_BUYSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(bline,4)),
                              0,
                              (NormalizeDouble(sline,4)),
                              btp3,
                              "",
                              6,
                              TimeClose,
                              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()>TimeOpen && Hour()<TimeClose)
         {
         if(bline>Close[0] && sline<Close[0])
            {      
            stp1=NormalizeDouble(sline,4)-(FirstTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_SELLSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(sline,4)),
                              0,
                              (NormalizeDouble(bline,4)),
                              stp1,
                              "",
                              1,
                              TimeClose,
                              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()>TimeOpen && Hour()<TimeClose)
         {
         if(bline>Close[0] && sline<Close[0])
            {      
            stp2=NormalizeDouble(sline,4)-(SecondTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_SELLSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(sline,4)),
                              0,
                              (NormalizeDouble(bline,4)),
                              stp2,
                              "",
                              3,
                              TimeClose,
                              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()>TimeOpen && Hour()<TimeClose)
         {
         if(bline>Close[0] && sline<Close[0])
            {      
            stp3=NormalizeDouble(sline,4)-(ThirdTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_SELLSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(sline,4)),
                              0,
                              (NormalizeDouble(bline,4)),
                              stp3,
                              "",
                              5,
                              TimeClose,
                              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)
         {
         if(MaElineTSL==0) {TSL=NormalizeDouble(ma,4); }
         if(MaElineTSL==1) {TSL=NormalizeDouble(sline,4); }
         if(Close[0]>OrderOpenPrice())
            {
            if((Close[0]>sline) && (TSL>OrderStopLoss()))
               {
               double bsl;bsl=TSL;
               OrderModify(OrderTicket(),
                           OrderOpenPrice(),
                           bsl,
                           OrderTakeProfit(),
                           0,//Order expiration server date/time
                           Green);
               Sleep(10000);
               }
            }
         }
      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]<bline) && (TSL<OrderStopLoss()))
               {
               double ssl;ssl=TSL;
               OrderModify(OrderTicket(),
                           OrderOpenPrice(),
                           ssl,
                           OrderTakeProfit(),
                           0,//Order expiration server date/time
                           Red);
               Sleep(10000);
               }
            }
         }      
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);   
      if(Hour()==TimeClose && OrderType()==OP_BUYSTOP)
         {
         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_SELLSTOP)
         {
         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;}         
      }
   }