//--- Input parameters
input double ATR_Threshold = 1.5; // Минимальный ATR в долларах
input int MomentumBars = 5; // Период импульса
input double MinMomentum = 2.0; // Минимальный импульс в %
input int OrderDistance = 150; // Дистанция ордера в пунктах
input int TrailingStop = 100; // Трейлинг стоп в пунктах
input int TrailStep = 50; // Шаг трейлинга в пунктах
input double LotSize = 0.1; // Размер лота
input int MaxOrders = 1; // Максимум ордеров
input int OrderExpirationSek = 120; // Время жизни ордера
//--- Global variables
int atrHandle, momentumHandle;
CTrade Trade;
ulong buyStopTicket = 0, sellStopTicket = 0;
datetime buyStopExpiration, sellStopExpiration;
//+------------------------------------------------------------------+
//| Логирование |
//+------------------------------------------------------------------+
void Log(string message)
{
Print(TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS), " ", message);
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
Log("Инициализация эксперта");
atrHandle = iATR(_Symbol, PERIOD_CURRENT, 14);
momentumHandle = iMomentum(_Symbol, PERIOD_CURRENT, MomentumBars, PRICE_CLOSE);
if(atrHandle == INVALID_HANDLE || momentumHandle == INVALID_HANDLE)
{
Log("Ошибка создания индикаторов!");
return(INIT_FAILED);
}
Trade.SetExpertMagicNumber(12345);
Trade.SetTypeFilling(ORDER_FILLING_FOK);
Log("Эксперт успешно инициализирован");
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
CheckOrdersExpiration();
ManageTrailingStop();
double atr = GetATR();
double momentum = GetMomentum();
double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
// Расширенное логирование
Log(StringFormat("ATR=%.2f$ | Momentum=%.2f%% | Ask=%.2f | Bid=%.2f",
atr,
momentum-100.0,
ask,
bid));
bool atrCondition = atr >= ATR_Threshold;
bool momentumBuyCondition = (momentum - 100.0) >= MinMomentum;
bool momentumSellCondition = (100.0 - momentum) >= MinMomentum;
if(atrCondition)
{
if(momentumBuyCondition && buyStopTicket == 0 && CountOrders(ORDER_TYPE_BUY_STOP) < MaxOrders)
{
double price = NormalizeDouble(ask + OrderDistance * point, digits);
if(Trade.OrderOpen(_Symbol, ORDER_TYPE_BUY_STOP, LotSize, price, 0, 0, 0, ORDER_TIME_SPECIFIED, TimeCurrent()+OrderExpirationSek, ""))
{
buyStopTicket = Trade.ResultOrder();
buyStopExpiration = TimeCurrent() + OrderExpirationSek;
Log(StringFormat("BUY STOP @ %.2f (ATR=%.2f, Momentum=+.2f%%)", price, atr, momentum-100.0));
}
}
if(momentumSellCondition && sellStopTicket == 0 && CountOrders(ORDER_TYPE_SELL_STOP) < MaxOrders)
{
double price = NormalizeDouble(bid - OrderDistance * point, digits);
if(Trade.OrderOpen(_Symbol, ORDER_TYPE_SELL_STOP, LotSize, price, 0, 0, 0, ORDER_TIME_SPECIFIED, TimeCurrent()+OrderExpirationSek, ""))
{
sellStopTicket = Trade.ResultOrder();
sellStopExpiration = TimeCurrent() + OrderExpirationSek;
Log(StringFormat("SELL STOP @ %.2f (ATR=%.2f, Momentum=-.2f%%)", price, atr, 100.0-momentum));
}
}
}
MoveOrdersWithPrice(bid, ask, point, digits);
}
//+------------------------------------------------------------------+
//| Получить текущее значение ATR |
//+------------------------------------------------------------------+
double GetATR()
{
double atr[1];
if(CopyBuffer(atrHandle, 0, 0, 1, atr) == 1)
return atr[0];
Log("Ошибка получения значения ATR!");
return 0;
}
//+------------------------------------------------------------------+
//| Получить значение Momentum |
//+------------------------------------------------------------------+
double GetMomentum()
{
double momentum[1];
if(CopyBuffer(momentumHandle, 0, 0, 1, momentum) == 1)
return momentum[0];
Log("Ошибка получения значения Momentum!");
return 0;
}
//+------------------------------------------------------------------+
//| Перемещение ордеров вслед за ценой |
//+------------------------------------------------------------------+
void MoveOrdersWithPrice(double bid, double ask, double point, int digits)
{
if(buyStopTicket != 0)
{
double newPrice = NormalizeDouble(ask + OrderDistance * point, digits);
double newSl = NormalizeDouble(bid - TrailingStop * point, digits);
Trade.OrderModify(buyStopTicket, newPrice, newSl, 0, 0, 0);
}
if(sellStopTicket != 0)
{
double newPrice = NormalizeDouble(bid - OrderDistance * point, digits);
double newSl = NormalizeDouble(ask + TrailingStop * point, digits);
Trade.OrderModify(sellStopTicket, newPrice, newSl, 0, 0, 0);
}
}
//+------------------------------------------------------------------+
//| Управление трейлинг-стопом |
//+------------------------------------------------------------------+
void ManageTrailingStop()
{
for(int i = PositionsTotal()-1; i >= 0; i--)
{
if(PositionGetSymbol(i) == _Symbol)
{
ulong ticket = PositionGetInteger(POSITION_TICKET);
double currentSl = PositionGetDouble(POSITION_SL);
double newSl = currentSl;
double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
{
double trailPrice = PositionGetDouble(POSITION_PRICE_OPEN) + TrailStep * point;
if(PositionGetDouble(POSITION_PRICE_CURRENT) >= trailPrice)
newSl = PositionGetDouble(POSITION_PRICE_CURRENT) - TrailingStop * point;
}
else
{
double trailPrice = PositionGetDouble(POSITION_PRICE_OPEN) - TrailStep * point;
if(PositionGetDouble(POSITION_PRICE_CURRENT) <= trailPrice)
newSl = PositionGetDouble(POSITION_PRICE_CURRENT) + TrailingStop * point;
}
if(newSl != currentSl)
Trade.PositionModify(ticket, newSl, PositionGetDouble(POSITION_TP));
}
}
}
//+------------------------------------------------------------------+
//| Проверка времени жизни ордеров |
//+------------------------------------------------------------------+
void CheckOrdersExpiration()
{
if(buyStopTicket != 0 && TimeCurrent() >= buyStopExpiration)
{
Trade.OrderDelete(buyStopTicket);
buyStopTicket = 0;
}
if(sellStopTicket != 0 && TimeCurrent() >= sellStopExpiration)
{
Trade.OrderDelete(sellStopTicket);
sellStopTicket = 0;
}
}
//+------------------------------------------------------------------+
//| Подсчет количества ордеров |
//+------------------------------------------------------------------+
int CountOrders(ENUM_ORDER_TYPE type)
{
int count = 0;
for(int i = OrdersTotal()-1; i >= 0; i--)
if(OrderGetTicket(i) > 0 &&
OrderGetString(ORDER_SYMBOL) == _Symbol &&
OrderGetInteger(ORDER_TYPE) == type)
count++;
return count;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
