JL-Lines

//+------------------------------------------------------------------+
//|                                                     JL-Lines.mq4 |
//+------------------------------------------------------------------+
/*http://www.kroufr.ru/forum/index.php?PHPSESSID=4dd2e6b4e6ae4fa1b491b38e49a2f99c&topic=3180.0
Êàê òîðãîâàòü ïî JL-ëèíèÿì?  

Òåïåðü âû íàíåñëè íà ãðàôèê ëèíèè è ìîæåòå òîðãîâàòü ïî íèì. 
ß òîëüêî îïèøó, ìîþ ìåòîäèêó òîðãîâëè, âû ìîæåòå âûáðàòü ñâîþ òàêòèêó è ñâîè ïðàâèëà. 
ß èñïîëüçóþ ÷àñîâûå ãðàôèêè, òàêæå âîçìîæíî èñïîëüçîâàòü 4-÷àñîâûå, 30-ìèíóòíûå, 15-ìèíóòíûå è òàê äàëåå. Ïîìíèòå, îäíàêî, ÷òî ÷åì ìåíüøå âðåìåííîé äèàïàçîí, òåì ìåíüøå åãî âàæíîñòü äëÿ èñïîëüçîâàíèÿ. 
Ñäåëêè îòêðûâàþòñÿ ïðè çàêðûòèè áàðà, íå ïåðåä çàêðûòèåì. Íà ìîèõ ãðàôèêàõ òàêæå èñïîëüçóþòñÿ ïèâîòû, â÷åðàøíèå ìàêñèìóìû è ìèíèìóìû è ëèíèè òóííåëåé Âåãàñà. Ýòî äîïîëíèòåëüíûå èíñòðóìåíòû, êîòîðûå âû òàêæå ìîæåòå ïðè æåëàíèè èñïîëüçîâàòü. 
Äëÿ íåêîòîðûõ èç âàñ ìîé ñòîï-ëîññ ìîæåò ïîêàçàòüñÿ ñëèøêîì æåñòêèì, âû ìîæåòå èñïîëüçîâàòü ñâîé ñòîï-ëîññ. Ëè÷íî ÿ ïðåäïî÷èòàþ â òå÷åíèè ïÿòè äíåé íåñòè íåáîëüøèå óáûòêè, à çàòåì êîìïåíñèðîâàòü èõ áîëüøîé ïðèáûëüþ. Ïðè èñïîëüçîâàíèè ýòîé ñòðàòåãèè áîëüøèå ïîñëåäîâàòåëüíîñòè óáûòî÷íûõ äíåé ìíå íå âñòðå÷àëèñü. 
Çà ïîñëåäíèå ïÿòü íåäåëü ìîÿ ïðèáûëü ïðè ðàáîòå ïî ñèñòåìå ñîñòàâèëà 843 ïèïñà. ß òîðãóþ ïî ïàðå ôóíò/äîëëàð. 

Ïðàâèëà äëÿ äëèííûõ ïîçèöèé. 
Äëèííàÿ ïîçèöèÿ îòêðûâàåòñÿ, åñëè ñâå÷à çàêðûâàåòñÿ ìåæäó ëèíèåé Ïðîáîÿ À óðîâíåì ñòîïà Í. 
Ñòîï-ëîññ ðàçìåùàåòñÿ íà óðîâíå äíåâíîãî îòêðûòèÿ. Âû ìîæåòå ðàçìåñòèòü ñòîï-ëîññ íà óðîâíå ïðîáîÿ Â. 
Êîãäà ìîÿ ïðèáûëü ñîñòàâëÿåò 20 ïèïñîâ, ÿ ñäâèãàþ ñòîï-ëîññ íà óðîâåíü Ïðîáîÿ À. 
Åñëè öåíà ïðîäîëæàåò äâèãàòüñÿ â ìîåì íàïðàâëåíèè, ÿ ñäâèãàþ ñòîï-ëîññ íà áëèæàéøóþ ëèíèþ (JL, ïèâîò, ëèíèè ìàêñèìóìîâ è ìèíèìóìîâ èëè Âåãåñà), åñëè öåíà íàõîäèòñÿ íà 30 ïèïñîâ âûøå ýòîé ëèíèè. 
Ïîçèöèÿ íå îòêðûâàåòñÿ, åñëè ñâå÷à îòêðûâàåòñÿ ïîä ëèíèåé Ïðîáîÿ À è çàêðûâàåòñÿ íàä óðîâíåì ñòîïà Í. 

Ïðàâèëà äëÿ êîðîòêèõ ïîçèöèé. 
Êîðîòêàÿ ïîçèöèÿ îòêðûâàåòñÿ, êîãäà ñâå÷à çàêðûâàåòñÿ ìåæäó ëèíèåé Ïðîáîÿ  è ñòîïîì L. 
Ñòîï-ëîññ ðàçìåùàåòñÿ íà óðîâíå äíåâíîãî îòêðûòèÿ èëè íà ëèíèè Ïðîáîÿ À. 
Ïðè ïîëó÷åíèè ïðèáûëè 20 ïèïñîâ, ÿ ñäâèãàþ ñòîï-ëîññ íà óðîâåíü ïðîáîÿ Â. 
Åñëè öåíà ïðîäîëæàåò äâèãàòüñÿ â ìîþ ñòîðîíó, ÿ ñäâèãàþ ñòîï-ëîññ íà áëèæàéøóþ ëèíèþ, åñëè öåíà íàõîäèòñÿ íà 30 ïèïñîâ íèæå åå. 
Ñäåëêà íå îòêðûâàåòñÿ, åñëè ñâå÷à îòêðûëàñü âûøå óðîâíÿ Ïðîáîÿ Â, çàêðûâøèñü íèæå Ñòîïà L. 
Ñïåöèàëüíûé ñòîï-ëîññ. 
Åñëè êàíàë óæå 40 ïèïñîâ, ïðè îòêðûòèè äëèííîé ïîçèöèè â êà÷åñòâå óðîâíÿ ñòîï-ëîññà èñïîëüçóåòñÿ óðîâåíü Ïðîáîÿ Â. Ïðè îòêðûòèè êîðîòêîé ïîçèöèè â êà÷åñòâå ñòîï-ëîññà èñïîëüçóåòñÿ óðîâåíü Ïðîáîÿ À. 

Òàéì-ôðåéìû. 
Òàêòèêà ðàáîòàåò òàêæå ñ íåäåëüíûìè è ìåñÿ÷íûìè ãðàôèêàìè, íî âàø ñòîï-ëîññ ïðè ýòîì áóäåò íàìíîãî áîëüøå. Åñëè âû èñïîëüçóåòå íåäåëüíûé ãðàôèê, òî âàì íàäî ðàññ÷èòàòü íåäåëüíûå äèàïàçîíû îò îòêðûòèÿ äî çàêðûòèÿ è îò ìàêñèìóìà äî ìèíèìóìà, êàê ýòî áûëî îïèñàíî âûøå. Ïîñëå ýòîãî âàì íåîáõîäèìî îòêðûòü ïîçèöèè íà äíåâíîì èëè 4-÷àñîâîì ãðàôèêå. 
Ñîîòâåòñòâåííî ïðè âû÷èñëåíèè ëèíèé ïî ìåñÿ÷íîìó ãðàôèêó, âû îòêðûâàåòå ïîçèöèè íà íåäåëüíîì èëè äíåâíîì äèàïàçîíàõ. 
ß íèêîãäà íå òîðãîâàë íà ýòèõ òàéì-ôðåéìàõ, ïîñêîëüêó íå ìîãó ïîçâîëèòü ñåáå òàêîãî áîëüøîãî ñòîï-ëîññà. 
Ìîÿ ðåêîìåíäàöèÿ: âûñ÷èòûâàòü ëèíèè ïî äíåâíûì ãðàôèêàì è îòêðûâàòü ïîçèöèè ïî ÷àñîâûì.
*/
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_color1 LightSkyBlue
#property indicator_color2 Tomato
#property indicator_color3 Blue
#property indicator_color4 Red

//---- buffers
double BreakA[],
       BreakB[],
       StopH[],
       StopL[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int init()
{
   IndicatorShortName("JL-Lines");
//---- indicators
   SetIndexLabel (0,"Break A");
   SetIndexStyle (0,DRAW_LINE);
   SetIndexBuffer(0,BreakA);
   SetIndexLabel (1,"Break B");
   SetIndexStyle (1,DRAW_LINE);
   SetIndexBuffer(1,BreakB);
   SetIndexLabel (2,"Stop H");
   SetIndexStyle (2,DRAW_LINE);
   SetIndexBuffer(2,StopH);
   SetIndexLabel (3,"Stop L");
   SetIndexStyle (3,DRAW_LINE);
   SetIndexBuffer(3,StopL);
//----
   return(0);
}

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int start()
{
//----
   for (int i = Bars-IndicatorCounted(); i >= 0; i--)
   {
      if(TimeHour(iTime(NULL,0,i)) != 0)
      {
         BreakA[i] = BreakA[i+1];
         BreakB[i] = BreakB[i+1];
         StopH [i] = StopH [i+1];
         StopL [i] = StopL [i+1];
         continue;
      }

      int candlesPerDay = PERIOD_D1/Period(),
          day           = MathFloor(i/candlesPerDay);

      double channel1 = 0.0,
             channel2 = 0.0;

      channel1 += 1.000*MathAbs(iOpen(NULL,PERIOD_D1,day+1)-iClose(NULL,PERIOD_D1,day+1));
      channel1 += 0.618*MathAbs(iOpen(NULL,PERIOD_D1,day+2)-iClose(NULL,PERIOD_D1,day+2));
      channel1 += 0.500*MathAbs(iOpen(NULL,PERIOD_D1,day+3)-iClose(NULL,PERIOD_D1,day+3));
      channel1 += 0.382*MathAbs(iOpen(NULL,PERIOD_D1,day+4)-iClose(NULL,PERIOD_D1,day+4));
      channel1 += 0.236*MathAbs(iOpen(NULL,PERIOD_D1,day+5)-iClose(NULL,PERIOD_D1,day+5));
      channel2 += 1.000*(iHigh(NULL,PERIOD_D1,day+1)-iLow(NULL,PERIOD_D1,day+1));
      channel2 += 0.618*(iHigh(NULL,PERIOD_D1,day+2)-iLow(NULL,PERIOD_D1,day+2));
      channel2 += 0.500*(iHigh(NULL,PERIOD_D1,day+3)-iLow(NULL,PERIOD_D1,day+3));
      channel2 += 0.382*(iHigh(NULL,PERIOD_D1,day+4)-iLow(NULL,PERIOD_D1,day+4));
      channel2 += 0.236*(iHigh(NULL,PERIOD_D1,day+5)-iLow(NULL,PERIOD_D1,day+5));
      
      channel1 /= 5.0;
      channel2 /= 5.0;

      double open = iOpen(NULL,PERIOD_D1,day);
      BreakA[i] = open+0.5*channel1;
      BreakB[i] = open-0.5*channel1;
      StopH[i]  = open+0.5*channel2;
      StopL[i]  = open-0.5*channel2;
      
      Comment("JL-Lines: "+DoubleToStr(channel1/Point,0)+", "+DoubleToStr(channel2/Point,0));
   }
//----
   return(0);
}
//+------------------------------------------------------------------+