Фактически, стратегия является без убыточной

<code>//+------------------------------------------------------------------+
//|                                                  HedgeMartin.mq4 |
//|                                              Copyright 2016, AM2 |
//|                                             www.forexsystems.biz |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, AM2"
#property link      "http://forexsystems.biz"
#property version   "1.00"
#property strict

//--- Inputs
extern double Loss           = 9000;      // убыток в валюте
extern double Profit         = 10;        // профит в валюте
extern double Lots           = 0.1;       // лот
extern int    Delta          = 100;       // дельта
extern int    Slip           = 30;        // проскальзывание
extern int    Magic          = 123;       // магик
double lt[26]={0.1,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2,0.2};
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
 
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void PutOrder(int type,double price)
  {
   int r=0;
   color clr=Green;

   if(type==1 || type==3 || type==5)
     {
      clr=Red;
     }

   if(type==0 || type==2 || type==4)
     {
      clr=Blue;
     }

   r=OrderSend(NULL,type,Lot(),NormalizeDouble(price,Digits),Slip,0,0,"",Magic,0,clr);
   return;
  }
//+------------------------------------------------------------------+
int CountTrades()
  {
   int count=0;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && (OrderMagicNumber()==Magic || OrderMagicNumber()==0))
           {
            if(OrderType()<2) count++;
           }
        }
     }
   return(count);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int LastOrderType()
  {
   int type=0;
   if(OrderSelect(OrdersTotal()-1,SELECT_BY_POS,MODE_TRADES))
     {
      if(OrderSymbol()==Symbol() && (OrderMagicNumber()==Magic || OrderMagicNumber()==0))
        {
         if(OrderType()==OP_BUY)  type=1; //buy
         if(OrderType()==OP_SELL) type=2; //sell
        }
     }
   return(type);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double LastOrderOpenPrice()
  {
   double pr=0;
   if(OrderSelect(OrdersTotal()-1,SELECT_BY_POS,MODE_TRADES))
     {
      if(OrderSymbol()==Symbol() && (OrderMagicNumber()==Magic || OrderMagicNumber()==0))
        {
         if(OrderType()<2) pr=OrderOpenPrice();
        }
     }
   return(pr);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CloseAll(int ot=-1)
  {
   bool cl;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && (OrderMagicNumber()==Magic || OrderMagicNumber()==0))
           {
            if(OrderType()==0 && (ot==0 || ot==-1))
              {
               RefreshRates();
               cl=OrderClose(OrderTicket(),OrderLots(),NormalizeDouble(Bid,Digits),Slip,White);
              }
            if(OrderType()==1 && (ot==1 || ot==-1))
              {
               RefreshRates();
               cl=OrderClose(OrderTicket(),OrderLots(),NormalizeDouble(Ask,Digits),Slip,White);
              }
           }
        }
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double AllProfit()
  {
   double profit=0;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && (OrderMagicNumber()==Magic || OrderMagicNumber()==0))
           {
            if(OrderType()<2) profit+=OrderProfit()+OrderSwap()+OrderCommission();
           }
        }
     }
   return(profit);
  }
//+------------------------------------------------------------------+
double Lot()
  {
   double lot=lt[CountTrades()];
   return(lot);
  }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
/*double Lot()
  {
   double lot=Lots;
   if(CountTrades()>0) lot=NormalizeDouble(Lots*MathPow(KLot,CountTrades()),2);
   if(lot>MaxLot)lot=Lots;
   return(lot);
  }*/
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int CountOrders(int type)
  {
   int count=0;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && (OrderMagicNumber()==Magic || OrderMagicNumber()==0))
           {
            if(OrderType()==type) count++;
           }
        }
     }
   return(count);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void DelOrder()
  {
   bool del;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            if(OrderType()>1) del=OrderDelete(OrderTicket());
           }
        }
     }
   return;
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   double delta=(double)ObjectGetString(0,"D",OBJPROP_TEXT);

// открытие первого ордера 
   if(CountTrades()<1 )
     {
      PutOrder(0,Ask);
     }

   if(CountTrades()<1) DelOrder();

// открытие последующих ордеров
   if(CountTrades()>0)
     {
      if(LastOrderType()==1)
        {
         if(CountOrders(5)<1) PutOrder(5,LastOrderOpenPrice()-delta*Point);
        }

      if(LastOrderType()==2)
        {
         if(CountOrders(4)<1) PutOrder(4,LastOrderOpenPrice()+delta*Point);
        }
     }

   if(AllProfit()>Profit || AllProfit()<-Loss)
     {
      CloseAll();
      DelOrder();
     }

   Comment("\n Profit: ",DoubleToString(AllProfit(),2),
           "\n Last Order Type: ",LastOrderType(),
           "\n Count Trades: ",CountTrades(),
           "\n Delta: ",delta);
  }
//+------------------------------------------------------------------+
</code>

extern double Max  = 1.075;   // Max
extern double Min  = 1.07;    // Min