Trendcapture_v1

//+------------------------------------------------------------------+
//|                                                         Prev.mq4 |
//|                              Copyright © 2006, Yury V. Reshetov. |
//|                                       http://betaexpert.narod.ru |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Yury V. Reshetov. ICQ: 282715499"
#property link      "http://betaexpert.narod.ru"
//----
#include <stdlib.mqh>
//---- Âõîäíûå ïàðàìåòðû
// Ìû ñîãëàñíû íà òàêóþ ïðèáûëü è íàì ÷óæîãî íå íàäî
extern double     TakeProfit=180.0;
// Åñëè ìû ïðîñ÷èòàëèñü, òî òàêîé óáûòîê íàñ âïîëíå óñòðîèò
extern double     StopLoss=50.0;
// Îïòèìàëüíàÿ äîëÿ íàøèõ äåíüæàò, êîòîðóþ ìû ìîæåì ïðîäóòü 
// áåç ðèñêà îñòàòüñÿ áåç ïîðòêîâ
extern double     MaximumRisk=0.03;
// Çäåñü ìû áóäåì çàïîìèíàòü âðåìÿ ïîñëåäíåãî ñôîðìèðîâàâøåãîñÿ áàðà
static int        prevtime=0;
//+------------------------------------------------------------------+
//|              Ïîåõàëè!                                            |
//+------------------------------------------------------------------+
  int start() 
  {
   // Äëÿ íà÷àëà íå ìåøàåò óáåäèòüñÿ, ÷òî ñôîðìèðîâàëñÿ íîâûé áàð
   // Èíà÷å áðîêåð ìîæåò îòêðûòü ïîçèöèþ è âíå ðûíêà,
   // òîãäà õðåí äîêàæåøü, ÷òî îò áûë íåïðàâ.
   // Ê òîìó æå, èíäèêàòîðû ïðè âíóòðèáàðîâîé òîðãîâëå ìîãóò 
   // ìåíÿòü ïîêàçàíèÿ êàê èì óäóìàåòñÿ - ñåìü ïÿòíèö íà íåäåëå.
   if (Time[0]==prevtime) return(0);
   // Çàïîìíèì òåêóùèé áàð
   prevtime=Time[0];
   // Ñêîëüêî ïîçèöèé ó íàñ îòêðûòî?
   int total=OrdersTotal();
   // Íîìåð òèêåòà 
   int ticket=-1;
     for(int cnt=0; cnt < total; cnt++) 
     {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      // åñëè ýòî îòêðûòàÿ ïîçèöèÿ è èíñòðóìåíò ñîâïàäàåò
        if(OrderType()<=OP_SELL && OrderSymbol()==Symbol()) 
        {
         ticket=OrderTicket();
        }
     }
   // Åñëè åñòü óæå îòêðûòàÿ ïîçèöèÿ, òî íîâóþ îòêðûâàòü íå ñòîèò
     if (ticket < 0) 
     {
      int cmd=OP_BUY;
      // Ñêîëüêî ó íàñ çàêðûòûõ îðäåðîâ?
      int htotal=HistoryTotal();
      // Ïîêîïàåìñÿ â èñòîðèè ñ÷åòà
        for(int i=0; i < htotal; i++) 
        {
           if (OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)==false) 
           {
            Print("Îøèáêà â èñòîðèè ñ÷åòà! Îáðàòèñü ê áðîêåðó! Ìîæåò îí óêðàë íàøè äåíåæêè è ïîäòåð ñëåäû?");
            break;
           }
         // Åñëè îðäåð íàøåãî ñèìâîëà è îí äî çàêðûòèÿ 
         // íå áûë ëèìèòíûì
         if ((OrderSymbol()!= Symbol()) || (OrderType() > OP_SELL))
            continue;
         // Åñëè îðäåð áûë çàêðûò ñ ïðèáûëüþ, òî áèøü ïî TakeProfit
           if (OrderProfit() > 0) 
           {
            // Çíà÷èò ñëåäóþùàÿ ïîçèöèÿ áóäåò â òîì æå íàïðàâëåíèè
            cmd=OrderType();
            } else { // â ïðîòèâíîì ñëó÷àå, 
            // ðûíîê óæå ðàçâåðíóëñÿ
            // è íàì òóäà æå
              if (OrderType()==OP_SELL) 
              {
               cmd=OP_BUY;
               }
                else 
               {
               cmd=OP_SELL;
              }
           }
        }
      // ×òî òàì øåï÷óò èíäèêàòîðû?
      double sar=iSAR(NULL, 0, 0.02, 0.2, 0);
      double adx=iADX(NULL, 0, 14, PRICE_CLOSE, MODE_MAIN, 0);
        if (cmd==OP_BUY) { // Åñëè îòêðûâàåì äëèííóþ ïîçèöèþ
         // Æäåì êîãäà òðåíä íåìíîãî ïðèïîäûìåòñÿ
         // è íà ðûíêå âñå ñïîêîéíî
           if ((sar < Close[0]) && (adx < 20)) 
           {
            // Ïîêóïàåì
            ticket=OrderSend(Symbol(),OP_BUY, LotsOptimized(), Ask, 3, Bid - StopLoss * Point, Ask + TakeProfit * Point, "TrendCapture", 16384, 0, Blue);
            // Çàïèøåì â æóðíàë, êàê îòðåàãèðîâàë áðîêåð
              if(ticket > 0) 
              {
               if (OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES))
                  Print("Äëèííàÿ ïîçèöèÿ îòêðûòà ïî öåíå : ",OrderOpenPrice());
              } else
               Print(ErrorDescription(GetLastError()));
            return(0);
           }
         }
          else 
         { // Åñëè îòêðûâàåì êîðîòêóþ ïîçèöèþ
         // Æäåì êîãäà òðåíä íåìíîãî ïðèñÿäåò 
         // è íà ðûíêå âñå ñïîêîéíî
           if ((sar > Close[0]) && (adx < 20)) 
           {
            // Ïðîäàåì
            ticket=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Ask + StopLoss * Point,Bid-TakeProfit*Point,"TrendCapture",16384,0,Red);
            // Çàïèøåì â æóðíàë, êàê îòðåàãèðîâàë áðîêåð
              if(ticket > 0) 
              {
               if(OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES))
                  Print("Êîðîòêàÿ ïîçèöèÿ îòêðûòà ïî öåíå : ",OrderOpenPrice());
              }
               else
               Print(ErrorDescription(GetLastError()));
            return(0);
           }
        }
     }
   // Ïðåäîõðàíèòåëü
   double    Guard=5.0;
   OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES);
     if(OrderType()==OP_BUY) 
     {  // äëèííàÿ îòêðûòàÿ ïîçèöèÿ
        // Åñëè òåêóùàÿ öåíà ïîçâîëÿåò âûñòàâèòü ïðåäîõðàíèòåëü             
        if(Bid-OrderOpenPrice()>Point*Guard) 
        {
         // Åñëè çàùèòà ñòîèò â óáûòêå
           if(OrderStopLoss() < OrderOpenPrice()) 
           {
            // Çà ÷òî êóïèë, çà òî è ïðîäàþ
            OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0, Blue);
            // Âûõîäèì
            return(0);
           }
        }
     }
   else // Åñëè ïîçèöèÿ êîðîòêàÿ
     {
      // Åñëè òåêóùàÿ öåíà ïîçâîëÿåò âûñòàâèòü ïðåäîõðàíèòåëü             
        if((OrderOpenPrice() - Ask) > (Point*Guard)) 
        {
         // Åñëè çàùèòà ñòîèò â óáûòêå
           if(OrderStopLoss() > OrderOpenPrice()) 
           {
            // Çà ÷òî êóïèë, çà òî è ïðîäàþ
            OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0, Red);
            // Âûõîäèì
            return(0);
           }
        }
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| Money Management                                                 |
//+------------------------------------------------------------------+
double LotsOptimized()
  {
   double lot=0.1;
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- return lot size
   if (lot > 100) lot=100;
   if(lot < 0.1) lot=0.1;
   return(lot);
  }
//+----------------- Âîò è ñêàçêå çâèçäåö ----------------+