Parabolic_TrailingStop

ÿþ//+------------------------------------------------------------------+

//|                                       Parabolic_TrailingStop.mq5 |

//|                        Copyright 2017, MetaQuotes Software Corp. |

//|                                             https://www.mql5.com |

//+------------------------------------------------------------------+

#property copyright "Copyright 2017, MetaQuotes Software Corp."

#property link      "https://www.mql5.com"

#property version   "1.00"

#include <Trade\Trade.mqh>

#include <Trade\OrderInfo.mqh>

//--- object for conducting trading operations

CTrade  trade;

COrderInfo myorder;

//input parameters

input ENUM_TIMEFRAMES base_tf;  //set timeframe

input double sar_step=0.1;      //set parabolic step

input double maximum_step=0.11; //set parabolic maximum step

int Sar_base;

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

  {

//get the handle of the iSar indicator

   Sar_base=iSAR(Symbol(),base_tf,sar_step,maximum_step);

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Expert deinitialization function                                 |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

//---



  }

//+------------------------------------------------------------------+

//| Expert tick function                                             |

//+------------------------------------------------------------------+

void OnTick()

  {

//--- search for iSar

   double Sar_array_base[];//--- declaration of array for writing the values of the buffers of the indicator iSar

   CopyBuffer(Sar_base,0,TimeCurrent(),Bars(Symbol(),base_tf),Sar_array_base);// --- filling with the data of the buffer

   ArraySetAsSeries(Sar_array_base,true);// --- indexing as in timeseries

//---

//---search for high and low

   double High_base[],Low_base[];

   ArraySetAsSeries(High_base,true);

   ArraySetAsSeries(Low_base,true);

   CopyHigh(Symbol(),base_tf,0,10,High_base);

   CopyLow(Symbol(),base_tf,0,10,Low_base);

//---

//--- searcg for time of iSar

   datetime Sar_time_base[];

   ArraySetAsSeries(Sar_time_base,true);

   CopyTime(Symbol(),base_tf,0,10,Sar_time_base);

//---

//--- order modification

   double OP_double,TP_double;

   int P_type,P_opentime;

   string P_symbol;

   if(PositionsTotal()>0)

     {

      for(int i=PositionsTotal();i>=0;i--)

        {

         if(PositionGetTicket(i))

           {

            OP_double=double (PositionGetDouble(POSITION_PRICE_OPEN));

            TP_double=double (PositionGetDouble(POSITION_TP));

            P_type=int(PositionGetInteger(POSITION_TYPE));

            P_opentime=int(PositionGetInteger(POSITION_TIME));

            P_symbol=string(PositionGetString(POSITION_SYMBOL));

            if(P_symbol==Symbol())

              {

               if(P_type==0 && Sar_array_base[1]>OP_double && Sar_array_base[1]<Low_base[1] && Sar_time_base[1]>P_opentime)

                 {

                  trade.PositionModify(PositionGetInteger(POSITION_TICKET),Sar_array_base[1],TP_double);

                 }

               if(P_type==1 && Sar_array_base[1]<OP_double && Sar_array_base[1]>High_base[1] && Sar_time_base[1]>P_opentime)

                 {

                  trade.PositionModify(PositionGetInteger(POSITION_TICKET),Sar_array_base[1],TP_double);

                 }

              }

           }

        }

     }

//---

  }

//+------------------------------------------------------------------+