//+------------------------------------------------------------------+
//|                                                     Envelope.mq4 |
//|                  Copyright © 2005,tageiger aka fxid10t@yahoo.com |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2005,tageiger aka fxid10t@yahoo.com"
#property link      "http://www.metaquotes.net"

extern int        EnvTimeFrame      =5;      //envelope time frame: 0=chart,60=1hr,240=4hr, etc.
extern int        EnvelopePeriod    =144;    //moving average length
extern int        EnvMaMethod       =1;      //0=sma,1=ema,2=smma,3=lwma.
extern int        MaShift           =0;      //shift relative to current bar indicator data is posted
extern double     EnvelopeDeviation =0.4;    //envelope width

extern bool       UseMaElineTSL?    =true;   //enable moving average or Opposite Envelope line trailing SL
extern int        MaElineTSL        =0;      //see notes below
   /*0=iMA trailing SL  
     1=Opposite Envelope line trailing SL
     2=Near Envelope line trailing SL (for 15m or greater periods, when price breaks out of the envelopes)*/

extern bool       BreakEvenTSL?     =false;  //enable break even trailing stoploss
extern int        BreakEvenPips     =1;      //pips above/below OrderOpenPrice for breakeven SL

extern bool       FastMaTSL?        =false;  //enable fast ma trailing stoploss
extern int        FastMaPeriod      =55;     //FastMaTSL moving average length
extern int        FastMaMethod      =0;      //0=sma,1=ema,2=smma,3=lwma.
extern int        FastMaShift       =0;      //shift relative to current bar indicator data is posted

extern bool       FixedPipTSL?      =false;  //enable fixed pip trailing stoploss
extern int        FixedPipTSLPips   =0;      //pips to trail
extern int        FixedPipTSLTrigger=0;      //pips in profit before trailing stoploss is triggered

extern int        TimeBegin         =0;      //server time order placement begins
extern int        TimeEnd           =18;     //server time order placement ends
extern double     TimeDelete        =23;     //server time unexecuted orders deleted

extern double     FirstTP           =21.0;   //1st TP in pips
extern double     SecondTP          =34.0;   //2nd TP in pips
extern double     ThirdTP           =55.0;   //3rd TP in pips

extern double     MaximumRisk       =0.02;   //%account balance to risk per position
extern double     DecreaseFactor    =3;      //lot size divisor(reducer) during loss streak   

extern bool       DeleteOrders?     =false;  //deletes pending stop orders if true
extern bool       CloseOrders?      =false;  //closes open orders if true, regardless of profit status.
extern int        Slippage          =2;      //applies to closeorders()

int               b1,b2,b3,s1,s2,s3;
double            ssl,bsl,TSL;
string            comment           ="m e.3.03 ";
string            TradeSymbol;      TradeSymbol=Symbol();

int init(){return(0);}
int deinit(){return(0);}
int start() {

   double   btp1,btp2,btp3,stp1,stp2,stp3;
   double   bline=0,sline=0,ma=0;
   int      cnt, ticket,total=OrdersTotal();

   ma=iMA(NULL,EnvTimeFrame,EnvelopePeriod,MaShift,EnvMaMethod,PRICE_CLOSE,0);
   bline=iEnvelopes(NULL,EnvTimeFrame,EnvelopePeriod,EnvMaMethod,0,PRICE_CLOSE,EnvelopeDeviation,MODE_UPPER,0);
   sline=iEnvelopes(NULL,EnvTimeFrame,EnvelopePeriod,EnvMaMethod,0,PRICE_CLOSE,EnvelopeDeviation,MODE_LOWER,0);

   if(TotalTradesThisSymbol(TradeSymbol)==0) {  b1=0;b2=0;b3=0;s1=0;s2=0;s3=0;   }
   if(TotalTradesThisSymbol(TradeSymbol)>0)  {
      for(cnt=0;cnt<total;cnt++) {
         OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES);
         if(OrderSymbol()==TradeSymbol) {
         if(OrderMagicNumber()==21)  {b1=OrderTicket(); }
         if(OrderMagicNumber()==41)  {b2=OrderTicket(); }
         if(OrderMagicNumber()==61)  {b3=OrderTicket(); }
         if(OrderMagicNumber()==11)  {s1=OrderTicket(); }
         if(OrderMagicNumber()==31)  {s2=OrderTicket(); }
         if(OrderMagicNumber()==51)  {s3=OrderTicket(); } }  }  }

   if(DeleteOrders?) deleteorders();
   if(CloseOrders?)  closeorders();
   
   if(b1==0)   {  
      if(Hour()>=TimeBegin && Hour()<TimeEnd)   {
         if(bline>Close[0] && sline<Close[0])   {
            btp1=(NormalizeDouble(bline,Digits))+(FirstTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_BUYSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(bline,Digits)),
                              0,
                              (NormalizeDouble(sline,Digits)),
                              btp1,
                              Period()+comment+"btp1",
                              21,
                              timedelete(),
                              Aqua);
                              if(ticket>0)   {
                                 if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
                                    {  b1=ticket;  Print(ticket); }
                                 else Print("Error Opening BuyStop Order: ",GetLastError());
                                 return(0);  }  }  }  }         
   if(b2==0)   {
      if(Hour()>=TimeBegin && Hour()<TimeEnd)   {
         if(bline>Close[0] && sline<Close[0])   {      
            btp2=(NormalizeDouble(bline,Digits))+(SecondTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_BUYSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(bline,Digits)),
                              0,
                              (NormalizeDouble(sline,Digits)),
                              btp2,
                              Period()+comment+"btp2",
                              41,
                              timedelete(),
                              Aqua);
                              if(ticket>0)   {
                                 if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
                                    {   b2=ticket; Print(ticket); }
                                 else Print("Error Opening BuyStop Order: ",GetLastError());
                                 return(0);  }  }  }  }                              
   if(b3==0)   {
      if(Hour()>=TimeBegin && Hour()<TimeEnd)   {
         if(bline>Close[0] && sline<Close[0])   {      
            btp3=(NormalizeDouble(bline,Digits))+(ThirdTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_BUYSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(bline,Digits)),
                              0,
                              (NormalizeDouble(sline,Digits)),
                              btp3,
                              Period()+comment+"btp3",
                              61,
                              timedelete(),
                              Aqua);
                              if(ticket>0)   {
                                 if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
                                    {  b3=ticket;  Print(ticket); }
                                 else Print("Error Opening BuyStop Order: ",GetLastError());
                                 return(0);  }  }  }  }                     
   if(s1==0)   {
      if(Hour()>=TimeBegin && Hour()<TimeEnd)   {
         if(bline>Close[0] && sline<Close[0])   {      
            stp1=NormalizeDouble(sline,Digits)-(FirstTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_SELLSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(sline,Digits)),
                              0,
                              (NormalizeDouble(bline,Digits)),
                              stp1,
                              Period()+comment+"stp1",
                              11,
                              timedelete(),
                              HotPink);
                              if(ticket>0)   {
                                 if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
                                    {  s1=ticket;  Print(ticket); }
                                 else Print("Error Opening SellStop Order: ",GetLastError());
                                 return(0);  }  }  }  }
   if(s2==0)   {
      if(Hour()>=TimeBegin && Hour()<TimeEnd)   {
         if(bline>Close[0] && sline<Close[0])   {      
            stp2=NormalizeDouble(sline,Digits)-(SecondTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_SELLSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(sline,Digits)),
                              0,
                              (NormalizeDouble(bline,Digits)),
                              stp2,
                              Period()+comment+"stp2",
                              31,
                              timedelete(),
                              HotPink);
                              if(ticket>0)   {
                                 if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
                                    {  s2=ticket;  Print(ticket); }
                                 else Print("Error Opening SellStop Order: ",GetLastError());
                                 return(0);  }  }  }  }                     
   if(s3==0)   {
      if(Hour()>=TimeBegin && Hour()<TimeEnd)   {
         if(bline>Close[0] && sline<Close[0])   {      
            stp3=NormalizeDouble(sline,Digits)-(ThirdTP*Point);
            ticket=OrderSend(Symbol(),
                              OP_SELLSTOP,
                              LotsOptimized(),
                              (NormalizeDouble(sline,Digits)),
                              0,
                              (NormalizeDouble(bline,Digits)),
                              stp3,
                              Period()+comment+"stp3",
                              51,
                              timedelete(),
                              HotPink);
                              if(ticket>0)   {
                                 if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES))
                                    {  s3=ticket;  Print(ticket); }
                                 else Print("Error Opening SellStop Order: ",GetLastError());
                                 return(0);  }  }  }  }

   for(cnt=0;cnt<total;cnt++) {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);            
      if(OrderType()==OP_BUY && IsTradeAllowed() && OrderSymbol()==Symbol() &&
        (OrderMagicNumber()==21 || OrderMagicNumber()==41 || OrderMagicNumber()==61)) {
         if(BreakEvenTSL?)    {TSL=breakevenTSL();}
         if(FastMaTSL?)       {TSL=fastmaTSL();}
         if(FixedPipTSL?)     {TSL=fixedpipTSL();}
         if(UseMaElineTSL?)   {
            if(MaElineTSL==0) {TSL=NormalizeDouble(ma,Digits);}
            if(MaElineTSL==1) {TSL=NormalizeDouble(sline,Digits);}
            if(MaElineTSL==2) {TSL=NormalizeDouble(bline,Digits);}}
         if(Bid>OrderOpenPrice() && TSL>OrderOpenPrice())  {
               bsl=TSL;  if(bsl==0 || bsl<OrderStopLoss()) {return(0);}
               OrderModify(OrderTicket(),
                           OrderOpenPrice(),
                           bsl,
                           OrderTakeProfit(),
                           OrderExpiration(),
                           Green);  }  }
      if(OrderType()==OP_SELL && IsTradeAllowed() && OrderSymbol()==Symbol() &&
        (OrderMagicNumber()==11 || OrderMagicNumber()==31 || OrderMagicNumber()==51))   {
         if(BreakEvenTSL?)    {TSL=breakevenTSL();}
         if(FastMaTSL?)       {TSL=fastmaTSL();}
         if(FixedPipTSL?)     {TSL=fixedpipTSL();}
         if(UseMaElineTSL?)   {
         if(MaElineTSL==0) {TSL=NormalizeDouble(ma,Digits);}
         if(MaElineTSL==1) {TSL=NormalizeDouble(bline,Digits);}
         if(MaElineTSL==2) {TSL=NormalizeDouble(sline,Digits);}}
         if(Ask<OrderOpenPrice() && TSL<OrderOpenPrice())  {
               ssl=TSL; if(ssl==0 || ssl>OrderStopLoss()) {return(0);}
               OrderModify(OrderTicket(),
                           OrderOpenPrice(),
                           ssl,
                           OrderTakeProfit(),
                           OrderExpiration(),
                           Red); }  }
      OrderSelect(b1,SELECT_BY_TICKET);   if(OrderCloseTime()>0) {b1=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }
      OrderSelect(b2,SELECT_BY_TICKET);   if(OrderCloseTime()>0) {b2=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }
      OrderSelect(b3,SELECT_BY_TICKET);   if(OrderCloseTime()>0) {b3=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }
      OrderSelect(s1,SELECT_BY_TICKET);   if(OrderCloseTime()>0) {s1=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }
      OrderSelect(s2,SELECT_BY_TICKET);   if(OrderCloseTime()>0) {s2=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }     
      OrderSelect(s3,SELECT_BY_TICKET);   if(OrderCloseTime()>0) {s3=0; SendMail(Symbol()+" "+OrderComment(),"$"+DoubleToStr(OrderProfit(),2)); }   }
if(!IsTesting())  {  PrintComments();  }
return(0);   
}

//Functions

double LotsOptimized()  {
   double lot;
   int    orders=HistoryTotal();
   int    losses=0;
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,2);
   if(DecreaseFactor>0) {
      for(int i=orders-1;i>=0;i--)  {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         if(OrderProfit()>0) break;
         if(OrderProfit()<0) losses++; }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,2);   }
   if(lot<0.05) lot=0.05;
return(lot);   }//end LotsOptimized

int TotalTradesThisSymbol(string TradeSymbol) {
   int i, TradesThisSymbol=0;
   for(i=0;i<OrdersTotal();i++)  {
      OrderSelect(i,SELECT_BY_POS);
      if(OrderSymbol()==TradeSymbol &&
        (OrderMagicNumber()==11 ||
         OrderMagicNumber()==21 || 
         OrderMagicNumber()==31 || 
         OrderMagicNumber()==41 || 
         OrderMagicNumber()==51 || 
         OrderMagicNumber()==61))   {  TradesThisSymbol++;  }   }
return(TradesThisSymbol);  }//end TotalTradesThisSymbol

void PrintComments() {  Comment("Current Time: ",TimeToStr(CurTime(),TIME_DATE|TIME_SECONDS),"\n",
                                "Delete Time: ",TimeToStr(timedelete(),TIME_DATE|TIME_MINUTES));  }
   
int deleteorders()   {
   int d; TimeBegin=Hour()+1;
   for(d=0;d<OrdersTotal();d++)  {
   OrderSelect(d,SELECT_BY_POS);
      if(OrderType()==OP_BUYSTOP && OrderSymbol()==Symbol() && IsTradeAllowed() &&
         (OrderMagicNumber()==21 ||
          OrderMagicNumber()==41 ||
          OrderMagicNumber()==61))  {
         OrderDelete(OrderTicket());
         if(OrderTicket()==b1) {b1=0; return;}
         if(OrderTicket()==b2) {b2=0; return;}
         if(OrderTicket()==b3) {b3=0; return;}  }
      if(OrderType()==OP_SELLSTOP && OrderSymbol()==Symbol() && IsTradeAllowed() &&
         (OrderMagicNumber()==11 ||
          OrderMagicNumber()==31 ||
          OrderMagicNumber()==51)) {
         OrderDelete(OrderTicket());
         if(OrderTicket()==s1) {s1=0; return;}
         if(OrderTicket()==s2) {s2=0; return;}
         if(OrderTicket()==s3) {s3=0; return;}  }  }  return(0);}//end delete orders

int closeorders()   {
   int c; TimeBegin=Hour()+1;
   for(c=0;c<OrdersTotal();c++)  {
   OrderSelect(c,SELECT_BY_POS);
      if(OrderType()==OP_BUY && OrderSymbol()==Symbol() && IsTradeAllowed() &&
         (OrderMagicNumber()==21 ||
          OrderMagicNumber()==41 ||
          OrderMagicNumber()==61))  {
         OrderClose(OrderTicket(),OrderLots(),Bid,Slippage,DarkOrchid);
         if(OrderTicket()==b1) {b1=0; return;}
         if(OrderTicket()==b2) {b2=0; return;}
         if(OrderTicket()==b3) {b3=0; return;}  }
      if(OrderType()==OP_SELL && OrderSymbol()==Symbol() && IsTradeAllowed() &&
         (OrderMagicNumber()==11 ||
          OrderMagicNumber()==31 ||
          OrderMagicNumber()==51)) {
         OrderClose(OrderTicket(),OrderLots(),Ask,Slippage,DarkOrange);
         if(OrderTicket()==s1) {s1=0; return;}
         if(OrderTicket()==s2) {s2=0; return;}
         if(OrderTicket()==s3) {s3=0; return;}  }  }  return(0);}//end closeorders

datetime timedelete()   {
string date=TimeToStr(CurTime(),TIME_DATE);
string hour=DoubleToStr(TimeDelete,0);
string minutes=":00";
return(StrToTime(date+" "+hour+minutes));}//end timedelete

double breakevenTSL()   {
   double beTSL;
   for(int cnt=0;cnt<OrdersTotal();cnt++) {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderType()==OP_BUY && OrderSymbol()==Symbol() &&
        (OrderMagicNumber()==21 ||
         OrderMagicNumber()==41 ||
         OrderMagicNumber()==61))   {
            if(Bid-OrderOpenPrice()>Point*FirstTP) {
            beTSL=OrderOpenPrice()+(BreakEvenPips*Point);}}
      if(OrderType()==OP_SELL && OrderSymbol()==Symbol() &&
        (OrderMagicNumber()==11 ||
         OrderMagicNumber()==31 ||
         OrderMagicNumber()==51))   {
            if(OrderOpenPrice()-Ask>Point*FirstTP) {
            beTSL=OrderOpenPrice()-(BreakEvenPips*Point);}}}
return(beTSL);}

double fastmaTSL()   {
   double fmaTSL;
   fmaTSL=iMA(Symbol(),EnvTimeFrame,FastMaPeriod,FastMaShift,FastMaMethod,PRICE_CLOSE,0);
return(NormalizeDouble(fmaTSL,Digits));}

double fixedpipTSL() {
   double fpTSL;
   for(int cnt=0;cnt<OrdersTotal();cnt++) {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderType()==OP_BUY && OrderSymbol()==Symbol() &&
        (OrderMagicNumber()==21 ||
         OrderMagicNumber()==41 ||
         OrderMagicNumber()==61))   {
            if(Bid-OrderOpenPrice()>(FixedPipTSLTrigger*Point) &&
               OrderStopLoss()<Bid-Point*FixedPipTSLPips) {
            fpTSL=Bid-Point*FixedPipTSLPips;}}
      if(OrderType()==OP_SELL && OrderSymbol()==Symbol() &&
        (OrderMagicNumber()==11 ||
         OrderMagicNumber()==31 ||
         OrderMagicNumber()==51))   {
            if(OrderOpenPrice()-Ask>(FixedPipTSLTrigger*Point) &&
               OrderStopLoss()>Ask+Point*FixedPipTSLPips) {
            fpTSL=Ask+Point*FixedPipTSLPips;}}}
return(fpTSL);}