FrBestExp02_7_maloma_mod

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

//+------------------------------------------------------------------+
//|                                                FrBestExp02_7.mq4 |
//|                                                                  |
//|                                                _7 slope MA 2 TF |
//+------------------------------------------------------------------+
#property copyright ""
#property link      ""
extern double  Lots = 1.00;
extern int     Stop_Loss = 1000;
extern int     Take_Profit = 1000;
extern int     Trailing_Stop = 0;

extern int map=25;
extern int mash=1;
extern int map2=5;
extern int mash2=1;
//    Only for M15
//extern int Vlim=50;
extern int fper=12,sper=26,sigper=9;// periods of OsMA indicator
extern int stop=300;// Level to cutt-off the profit
extern int  hedg=1;// hedging (true or false)
extern double  kh=10;// factor of hedging
extern int lok;//locking of the position: false or true
extern int rpr=1;// drawdown of the position or drowdown estimated for all the test
extern int ttime=900;// hedge-order delay on 1 candle
extern int hstop=-3000;// stop loss for hedging


int cnt;// index of the cycle
int sigs,sigb;// summable signal on buy-sell

double ssig,bsig;// buy-sell signals from fractal indicator
double  osmanul,osmaone;// OsMA signals from 0 to the first bar
int s,b;// number of sell and buy orders active
int hml;// closing the order with negative profit (orders with smaller lot sizes will be closed first)
int pl;// closing the order with positive profit
double summa;// summable profit for all the orders
double mlot;// lot size
double ssum,bsum;// profit on sell and buy orders reparatedly
double pr;// drawdown
int hblok,shblok,bhblok;// hedge-order block and hedge-order reteating
double DHMax,DLMin;
bool ft=true;
int rang;
double pt;
int nul;// turning points calculation during the starting and at 00:00 every day
int LastTradeTime;
//---------------------------------------------------------------------------------------------------------------

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
double FractalBest(int Dir)
 {
  double up,dw;
  
   if(High[3]>High[4] && High[3]>High[5] && High[3]>High[2] && High[3]>High[1]){ 
      up=Low[0]-3*Point;
   }
   else{
      up=0;
   }
   if(Low[3]<Low[4] && Low[3]<Low[5] && Low[3]<Low[2] && Low[3]<Low[1]){ 
      dw=High[0]+3*Point;
   }
   else{
      dw=0;
   }
 if (Dir==0) {return(up);}
 if (Dir==1) {return(dw);}
 }

int start(){

   mlot=Lots; // îïðåäåëåíèå âåëè÷èíû ðàáî÷åãî ëîòà
//--------------------------------------------Âû÷èñëåíèÿïîâîðîòíîé òî÷êè------------------------------------------
   if ((Hour()==0 && Minute()==0) || ft){//íà÷àëèñü ñóòêè èëè ïåðâûé çàïóñê
      DHMax=0;
      DLMin=1000;
         if(ft){// ïåðâûé çàïóñê 
            rang=MathRound((Hour()*60+Minute())/Period());
            nul=rang;
         }
         else{
            nul=96;//çà ñóòêè íà 15
            rang=1;
         }
         for(cnt=rang;cnt<=rang+95;cnt++){//ïîèñê ìàêñ è ìèí çà ïîñëåäíèå ñóòêè
            if(DHMax<High[cnt])DHMax=High[cnt];
            if(DLMin>Low[cnt])DLMin=Low[cnt];
         }
      pt=(DHMax+DLMin+Close[nul])/3;//ïîâîðîòíàÿ òî÷êà
      ft=false;
   }
//----------------------------------------------------------------------------------------------------------------
   if(CurTime()-LastTradeTime<20)return(0);
//----------------------------Îïðåäåëåíèÿ îáùåãî è ïîçèöèîííîãî ïðîôèòà, à òàêæåïîäñ÷¸ò ïîçèöèé-------------------
   s=0;b=0;summa=0;bsum=0;ssum=0;
      for(cnt=0;cnt<OrdersTotal();cnt++){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
            if(OrderSymbol()==Symbol() && OrderType()==OP_SELL){
               ssum=ssum+OrderProfit();
               s=s+1;
            }
            if(OrderSymbol()==Symbol() && OrderType()==OP_BUY){ 
               bsum=bsum+OrderProfit();
               b=b+1;
            }
      }
   summa=bsum+ssum;summa=MathRound(summa);
//------------------------------------------------------Òðåéëèíã-Ñòîï---------------------------------------------
   if(Trailing_Stop>0 && hedg==1){ 
      for(cnt=0;cnt<OrdersTotal();cnt++){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
            if(OrderSymbol()==Symbol() && OrderProfit()>0){ 
               if(Bid-OrderOpenPrice()>Point*Trailing_Stop){ 
                  if(OrderStopLoss()<Bid-Point*Trailing_Stop){ 
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*Trailing_Stop,OrderTakeProfit(),0,Red);
                     return(0);
                  }
               }
               if(OrderOpenPrice()-Ask>Point*Trailing_Stop){ 
                  if(OrderStopLoss()>Ask+Point*Trailing_Stop){ 
                     OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*Trailing_Stop,OrderTakeProfit(),0,Red);
                     return(0);
                  }
               }
            }
      }
   }
//---------------------------------------------------Âûñòàâëåíèå õåäæ-îðäåðà--------------------------------------
   if(hblok==1){
      shblok=0;bhblok=0;
      for(cnt=0;cnt<OrdersTotal();cnt++){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
            if(OrderSymbol()==Symbol() && OrderType()==OP_SELL && OrderLots()==mlot*kh)shblok=1;
            if(OrderSymbol()==Symbol() && OrderType()==OP_BUY && OrderLots()==mlot*kh)bhblok=1;
      }
   }
   if(shblok==1 && bhblok==1)hblok=1;
   if(shblok==0 && bhblok==0)hblok=0;
   //if s+b=0 then hblok=0;
   if((s+b<=2 && (lok==1 || lok==0)) && hedg==1 && hblok==0){
      if(CurTime()-LastTradeTime<ttime)return(0);
      if(ssum>=150 || bsum<-300){ 
         OrderSend(Symbol(),OP_SELL,kh*mlot,Bid,5,Bid+Stop_Loss*Point,Bid-Take_Profit*Point,NULL,0,0,Aqua);
         //SetArrow(Time[0],H+5*Point,159,Aqua);
         hblok=1;
         return(0);
      }
      if(bsum>=150 || ssum<-300){
         OrderSend(Symbol(),OP_BUY,kh*mlot,Ask,5,Ask-Stop_Loss*Point,Ask+Take_Profit*Point,NULL,0,0,Red);
         //SetArrow(Time[0],L-5*Point,159,Red);
         hblok=1;
         return(0);
      }
   }
//------------------------------------------Âû÷èñëåíèå ïðîñàäêè â ïðîöåññå òîðãîâ------------------------------
   if(s+b==0 && rpr==0)pr=0;
   if(pr>summa && summa<0)pr=MathRound(summa);
//-----------------------------------Îïðåäåëåíèå îñíîâíîãî ñèãíàëà è ñèãíàëîâ èíäèêàòîðîâ------------------------

//   bsig=iCustom(NULL,0,"FractalBest",0,0);
//   ssig=iCustom(NULL,0,"FractalBest",1,0);
   bsig=FractalBest(0);
   ssig=FractalBest(1);
   osmanul=iOsMA(NULL,0,fper,sper,sigper,PRICE_CLOSE,0);
   osmaone=iOsMA(NULL,0,fper,sper,sigper,PRICE_CLOSE,1);

   double ma1=iMA(NULL,60,map,0,0,0,0);
   double ma2=iMA(NULL,60,map,0,0,0,mash);
   double ma12=iMA(NULL,1440,map2,0,0,0,0);
   double ma22=iMA(NULL,1440,map2,0,0,0,mash2);   
   if(ssig>1 && ma1>ma2 && ma12>ma22 &&  Volume[1]>Volume[2] && osmaone>osmanul && osmaone<=0 && osmanul<0 && Close[0]>pt){
      sigs=1;
   }
   else{
      sigs=0;
   }
   if(bsig>1 && ma1<ma2 && ma12<ma22 &&  Volume[1]>Volume[2] && osmaone<osmanul && osmaone>=0 && osmanul>0 && Close[0]<pt){
      sigb=1;
   }
   else{
      sigb=0;
   }
   /*
//--------------------------------------------Âûâîä äàìïà ðàáîòû ýêñïåðòà â æóðíàë---------------------------------
Print("Data: ",Year(),".",Month(),".",Day(),"  Time ",Hour(),":",Minute(),"   1Tik=",Volume[2],"  0Tiks=",Volume[1],"  PT=",pt,
      "  Price=",Close[0],"  BSig=",MathRound(bsig),"  SSig=",MathRound(ssig),"  SSum=",MathRound(ssum),"  BSum=",MathRound(bsum),
      "  Prosadka=",pr,"  HBlok=",hblok);
//---------------------------------Îïðåäåëåíå ìîäåëè çàêðûòèÿ îðäåðîâ ïî ïðîôèòó-----------------------------------
*/
   if(s+b<=1){
      hml=0;pl=0;
   }
   if(summa>=stop*mlot && s+b==1 && Trailing_Stop==0)pl=1;
   if(summa>2*stop && s+b==2 && lok==0 && Trailing_Stop==0)pl=1;
   if(summa>=3*stop*mlot && s+b==3 && lok==1 && Trailing_Stop==0)pl=1;
   if(Trailing_Stop>0)pl=0;
   if(Trailing_Stop>0 && (ssum<hstop || bsum<hstop))pl=1; // ñòîï äëÿ íåóäà÷íîãî õåäæà
   if(Trailing_Stop>0 && ((ssum<-300 && bsum>300) || (ssum>300 && bsum<-300)) && s+b>=2 && hedg==1 && pl==0)hml=1; 
// Óäàëåíèå ìåëêîé ïîçèöèè ñ îòðèöàòåëüíûì ïðîôèòîâ ïîñëå óäà÷íîãî çàïóñêà õåäæà
//------------------------------Óäàëåíèå õåäæèðóåìîãî îðäåðà ïðè ïîëó÷åíèè çàäàííîãî ïðîôèòà-----------------------
   if(hml==1){ 
      for(cnt=OrdersTotal()-1;cnt>=0;cnt--){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); 
            if(OrderSymbol()==Symbol() && OrderType()==OP_SELL && ssum<-2*stop && NormalizeDouble(OrderLots(),1)==NormalizeDouble(1.0*mlot,1)){                                    
               OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
               //return(0);
            } 
            if(OrderSymbol()==Symbol() && OrderType()==OP_BUY && bsum<-2*stop && NormalizeDouble(OrderLots(),1)==NormalizeDouble(1.0*mlot,1)){ 
               OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
               //return(0);
            }
      }
      return(0);
   }
//---------------------------Çàêðûòèå âñåõ îòêðûòûõ íà ïàðå îðäåðîâ ïðè äîñòèæåíèè çàäàííîãî ïðîôèòà
   if(pl==1){ 
      for(cnt=OrdersTotal()-1;cnt>=0;cnt--){
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES); 
            if(OrderSymbol()==Symbol() && OrderType()==OP_SELL){                                    
               OrderClose(OrderTicket(),OrderLots(),Ask,3,Red);
               //return(0);
            }
            if(OrderSymbol()==Symbol() && OrderType()==OP_BUY){
               OrderClose(OrderTicket(),OrderLots(),Bid,3,Red);
               //return(0);
            }
      }
      return(0);
   }

//------------------------------------------Âûñòàâëåíèå îñíîâíûõ è ëîêèðóþùèõ îðäåðîâ------------------------------
   if(s+b<=1){ 
      if((sigs==1 && s+b==0) || (bsum<-150 && lok==1)){ 
         OrderSend(Symbol(),OP_SELL,mlot,Bid,5,Bid+Stop_Loss*Point,Bid-Take_Profit*Point,NULL,0,0,Lime);
         //SetArrow(Time[0],H+5*Point,242,Lime);
         return(0);
      }
      if((sigb==1 && s+b==0) || (ssum<-150 && lok==1)){
         OrderSend(Symbol(),OP_BUY,mlot,Ask,5,Ask-Stop_Loss*Point,Ask+Take_Profit*Point,NULL,0,0,Gold);
         //SetArrow(Time[0],L-5*Point,241,Gold);
         return(0);
      }
   }
/*  */ 
//----------------------------------------------------------The END-------------------------------------------------
   return(0);
  }
//+------------------------------------------------------------------+