//+------------------------------------------------------------------+ //| pfe2 ex.mq4 | //| Copyright 2005, MetaQuotes Software Corp. | //| http://www.metaquotes.net | //+------------------------------------------------------------------+ #property copyright "Copyright 2005, MetaQuotes Software Corp." #property link "http://www.metaquotes.net" extern int smoothingLen = 15; double LotsOptimized() { double lot=Lots; int orders=HistoryTotal(); // history orders total int losses=0; // number of losses orders without a break //---- select lot size lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1); //---- calcuulate number of losses orders without a break 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,1); } //---- return lot size if(lot<0.1) lot=0.1; return(lot); } int start() double pfe; pfe=iCustom(NULL,0,pfe2,smoothingLen,0,0);