TrailingByShadows

Author: I_D
TrailingByShadows
Price Data Components
Series array that contains the lowest prices of each barSeries array that contains the highest prices of each bar
Orders Execution
It can change open orders parameters, due to possible stepping strategy
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TrailingByShadows
//+------------------------------------------------------------------+
//|                                            TrailingByShadows.mq4 |
//|                                                              I_D |
//|                                            http://www.mymmk.com/ |
//+------------------------------------------------------------------+
#property copyright "I_D"
#property link      "http://www.mymmk.com/"

extern   int   iTicket;             // óíèêàëüíûé íîìåð (òèêåò) îòêðûòîé ïîçèöèè
extern   int   iTmfrm;              // ïåðèîä, ïî áàðàì êîòîðîãî ñëåäóåò òðàëèòü (1, 5, 15, 30, 60, 240, 1440, 10080, 43200)
extern   int   iBars_n = 3;         // êîë-âî áàðîâ, ïî êîòîðûì ñëåäóåò òðàëèòü
extern   int   iIndent = 3;         // îòñòóï îò òåíè áàðà, íà êîòîðîì ðàçìåùàåòñÿ ñòîïëîññ
extern   bool  bTrlinloss = false;  // ñëåäóåò ëè òðàëèòü íà ó÷àñòêå ëîññîâ (ìåæäó êóðñîì ñòîïëîññà è îòêðûòèÿ)

//+------------------------------------------------------------------+
//| ÒÐÅÉËÈÍà ÏÎ ÒÅÍßÌ N ÑÂÅ×ÅÉ                                       |
//| Ïðè çàïóñêå ýêñïåðòà åìó íåîáõîäèìî óêàçàòü óíèêàëüíûé íîìåð     |
//| (òèêåò) îòêðûòîé ïîçèöèè, à òàêæå îïðåäåëèòü ïàðàìåòðû òðåéëèíãà:|
//| êîëè÷åñòâî áàðîâ, ïî òåíÿì êîòîðûõ íåîáõîäèìî òðåéëèíãîâàòü      |
//| (îò 1 è áîëüøå) è îòñòóï (ïóíêòîâ) - ðàññòîÿíèå îò ìàêñ. (ìèí.)  |
//| ñâå÷è, íà êîòîðîå ïåðåíîñèòñÿ ñòîïëîññ (îò 0), ïåðåêëþ÷àòåëü     |
//| trlinloss óêàçûâàåò, ñëåäóåò ëè òðåéëèíãîâàòü íà ó÷àñòêå         |
//| "ñòîïëîññ-êóðñ îòêðûòèÿ ïîçèöèè.                                 |
//+------------------------------------------------------------------+

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {   
   return(0);
  }
  
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
   return(0);
  }
  
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
   TrailingByShadows(iTicket,iTmfrm,iBars_n,iIndent,bTrlinloss);
   return(0);
  }
//+------------------------------------------------------------------+

void TrailingByShadows(int ticket,int tmfrm,int bars_n, int indent,bool trlinloss)
   {  
   
   int i; // counter
   double new_extremum;
   
   // ïðîâåðÿåì ïåðåäàííûå çíà÷åíèÿ
   if ((bars_n<1) || (indent<0) || (ticket==0) || ((tmfrm!=1) && (tmfrm!=5) && (tmfrm!=15) && (tmfrm!=30) && (tmfrm!=60) && (tmfrm!=240) && (tmfrm!=1440) && (tmfrm!=10080) && (tmfrm!=43200)) || (!OrderSelect(ticket,SELECT_BY_TICKET)))
      {
      Print("Òðåéëèíã ôóíêöèåé TrailingByShadows() íåâîçìîæåí èç-çà íåêîððåêòíîñòè çíà÷åíèé ïåðåäàííûõ åé àðãóìåíòîâ.");
      return(0);
      } 
   
   // åñëè äëèííàÿ ïîçèöèÿ (OP_BUY), íàõîäèì ìèíèìóì bars_n ñâå÷åé
   if (OrderType()==OP_BUY)
      {
      for(i=1;i<=bars_n;i++)
         {
         if (i==1) new_extremum = iLow(Symbol(),tmfrm,i);
         else 
         if (new_extremum>iLow(Symbol(),tmfrm,i)) new_extremum = iLow(Symbol(),tmfrm,i);
         }         
      
      // åñëè òðàëèì è â çîíå óáûòêîâ
      if (trlinloss==true)
         {
         // åñëè íàéäåííîå çíà÷åíèå "ëó÷øå" òåêóùåãî ñòîïëîññà ïîçèöèè, ïåðåíîñèì 
         if ((((new_extremum - indent*Point)>OrderStopLoss()) || (OrderStopLoss()==0)) && (new_extremum - indent*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
         if (!OrderModify(ticket,OrderOpenPrice(),new_extremum - indent*Point,OrderTakeProfit(),OrderExpiration()))            
         Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
         }
      else
         {
         // åñëè íîâûé ñòîïëîññ íå òîëüêî ëó÷øå ïðåäûäóùåãî, íî è êóðñà îòêðûòèÿ ïîçèöèè
         if ((((new_extremum - indent*Point)>OrderStopLoss()) || (OrderStopLoss()==0)) && ((new_extremum - indent*Point)>OrderOpenPrice()) && (new_extremum - indent*Point<Bid-MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
         if (!OrderModify(ticket,OrderOpenPrice(),new_extremum-indent*Point,OrderTakeProfit(),OrderExpiration()))
         Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
         }
      }
      
   // åñëè êîðîòêàÿ ïîçèöèÿ (OP_SELL), íàõîäèì ìèíèìóì bars_n ñâå÷åé
   if (OrderType()==OP_SELL)
      {
      for(i=1;i<=bars_n;i++)
         {
         if (i==1) new_extremum = iHigh(Symbol(),tmfrm,i);
         else 
         if (new_extremum<iHigh(Symbol(),tmfrm,i)) new_extremum = iHigh(Symbol(),tmfrm,i);
         }         
           
      // åñëè òðàëèì è â çîíå óáûòêîâ
      if (trlinloss==true)
         {
         // åñëè íàéäåííîå çíà÷åíèå "ëó÷øå" òåêóùåãî ñòîïëîññà ïîçèöèè, ïåðåíîñèì 
         if ((((new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point)<OrderStopLoss()) || (OrderStopLoss()==0)) && (new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
         if (!OrderModify(ticket,OrderOpenPrice(),new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
         Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
         }
      else
         {
         // åñëè íîâûé ñòîïëîññ íå òîëüêî ëó÷øå ïðåäûäóùåãî, íî è êóðñà îòêðûòèÿ ïîçèöèè
         if ((((new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point)<OrderStopLoss()) || (OrderStopLoss()==0)) && ((new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point)<OrderOpenPrice()) && (new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point>Ask+MarketInfo(Symbol(),MODE_STOPLEVEL)*Point))
         if (!OrderModify(ticket,OrderOpenPrice(),new_extremum + (indent + MarketInfo(Symbol(),MODE_SPREAD))*Point,OrderTakeProfit(),OrderExpiration()))
         Print("Íå óäàëîñü ìîäèôèöèðîâàòü îðäåð ¹",OrderTicket(),". Îøèáêà: ",GetLastError());
         }      
      }      
   }
//+------------------------------------------------------------------+

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