//+------------------------------------------------------------------+
//|                                                        Snake.mq4 |
//|                                              Copyright 2015, AM2 |
//|                                      http://www.forexsystems.biz |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2015, AM2"
#property link      "http://www.forexsystems.biz"
#property description "Snake simple expert advisor"

//--- Inputs
extern int    StopLoss     = 500;
extern int    TakeProfit   = 500;
extern int    Slip         = 30;
extern int    Magic        = 123;
extern double Lots         = 0.1;
//----
extern int SnakePeriod=16;
int t=0;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---

//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void OpenPos()
  {
   int r=0;
   double sl=0,tp=0;
//--- get Ind
   double Snake1=iCustom(Symbol(),0,"Snake",SnakePeriod,0,1);
   double Snake2=iCustom(Symbol(),0,"Snake",SnakePeriod,0,2);
   double ZZ0=GetExtremumZZPrice(NULL,0,0,12,5,3);
   double ZZ1=GetExtremumZZPrice(NULL,0,1,12,5,3);
   double ZZ2=GetExtremumZZPrice(NULL,0,2,12,5,3);
   double ZZ3=GetExtremumZZPrice(NULL,0,3,12,5,3);

//--- sell conditions
   if(Snake1<Snake2)
     {
      if(StopLoss>0) sl=NormalizeDouble(Bid+StopLoss*Point,Digits);
      if(TakeProfit>0) tp=NormalizeDouble(Bid-TakeProfit*Point,Digits);
      r=OrderSend(Symbol(),OP_SELL,Lots,NormalizeDouble(Bid,Digits),Slip,sl,tp,"",Magic,0,Red);
     }
//--- buy conditions
   if(Snake1>Snake2)
     {
      if(StopLoss>0) sl=NormalizeDouble(Ask-StopLoss*Point,Digits);
      if(TakeProfit>0) tp=NormalizeDouble(Ask+TakeProfit*Point,Digits);
      r=OrderSend(Symbol(),OP_BUY,Lots,NormalizeDouble(Ask,Digits),Slip,sl,tp,"",Magic,0,Blue);
     }

//--- sell conditions
   if(Snake1<Snake2 && ZZ0<ZZ1 && ZZ1<ZZ3)
     {
      if(StopLoss>0) sl=NormalizeDouble(Bid+StopLoss*Point,Digits);
      if(TakeProfit>0) tp=NormalizeDouble(Bid-TakeProfit*Point,Digits);
      r=OrderSend(Symbol(),OP_SELL,Lots,NormalizeDouble(Bid,Digits),Slip,sl,tp,"",Magic,0,Red);
     }
//--- buy conditions
   if(Snake1>Snake2 && ZZ0>ZZ1 && ZZ1>ZZ3)
     {
      if(StopLoss>0) sl=NormalizeDouble(Ask-StopLoss*Point,Digits);
      if(TakeProfit>0) tp=NormalizeDouble(Ask+TakeProfit*Point,Digits);
      r=OrderSend(Symbol(),OP_BUY,Lots,NormalizeDouble(Ask,Digits),Slip,sl,tp,"",Magic,0,Blue);
     }
//---
  }
//+------------------------------------------------------------------+
//| Check for close order conditions                                 |
//+------------------------------------------------------------------+
void ClosePos()
  {
   bool c;
//--- get Ind
   double Snake1=iCustom(Symbol(),0,"Snake",SnakePeriod,0,1);
   double Snake2=iCustom(Symbol(),0,"Snake",SnakePeriod,0,2);
//---
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderMagicNumber()==Magic || OrderSymbol()==Symbol())
           {
            //--- check order type 
            if(OrderType()==OP_BUY)
              {
               if(Snake1<Snake2)
                 {
                  c=OrderClose(OrderTicket(),OrderLots(),Bid,Slip,White);
                 }
               break;
              }
            if(OrderType()==OP_SELL)
              {
               if(Snake1>Snake2)
                 {
                  c=OrderClose(OrderTicket(),OrderLots(),Ask,Slip,White);
                 }
               break;
              }
           }
        }
     }
//---
  }
//+------------------------------------------------------------------+
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)
           {
            if(OrderType()==OP_BUY || OrderType()==OP_SELL)
               count++;
           }
        }
     }
   return(count);
  }
//+----------------------------------------------------------------------------+
//|  Автор    : Ким Игорь В. aka KimIV,  http://www.kimiv.ru                   |
//+----------------------------------------------------------------------------+
//|  Версия   : 07.10.2006                                                     |
//|  Описание : Возвращает экстремум ЗигЗага по его номеру.                    |
//+----------------------------------------------------------------------------+
//|  Параметры:                                                                |
//|    sy - наименование инструмента   (NULL или "" - текущий символ)          |
//|    tf - таймфрейм                  (      0     - текущий ТФ)              |
//|    ne - номер экстремума           (      0     - последний)               |
//|    dp - ExtDepth                                                           |
//|    dv - ExtDeviation                                                       |
//|    bs - ExtBackstep                                                        |
//+----------------------------------------------------------------------------+
double GetExtremumZZPrice(string sy="",int tf=0,int ne=0,int dp=12,int dv=5,int bs=3)
  {
   if(sy=="" || sy=="0") sy=Symbol();
   double zz;
   int    i,k=iBars(sy,tf),ke=0;

   for(i=1; i<k; i++)
     {
      zz=iCustom(sy,tf,"ZigZag",dp,dv,bs,0,i);
      if(zz!=0)
        {
         ke++;
         if(ke>ne) return(zz);
        }
     }
   Print("GetExtremumZZPrice(): Экстремум ЗигЗага номер ",ne," не найден");
   return(0);
  }
//+------------------------------------------------------------------+
//| OnTick function                                                  |
//+------------------------------------------------------------------+
void OnTick()
  {
   double ZZ0=GetExtremumZZPrice(NULL,0,0,12,5,3);
   double ZZ1=GetExtremumZZPrice(NULL,0,1,12,5,3);
   double ZZ2=GetExtremumZZPrice(NULL,0,2,12,5,3);
   double ZZ3=GetExtremumZZPrice(NULL,0,3,12,5,3);

   if(CountTrades()<1 && t!=Time[0])
     {
      OpenPos();
      t=Time[0];
     }
   else ClosePos();

   Comment("\n ZZ0: ",ZZ0,
           "\n ZZ1: ",ZZ1,
           "\n ZZ2: ",ZZ2,
           "\n ZZ3: ",ZZ3);
  }
//+------------------------------------------------------------------+

ZigZag!!!

Пусть В — последний сформированный бар, В* — предыдущий бар, S и S* — значения индикатора Snake на барах В и В* соответствено, NZ и VZ — нижний и верхний зигзаги на стардантном индикаторе ZigZag, ближайшие слева к бару В.**************************************************************************************** Открыть BUY, если NZ* < NZ и S* < S. Закрыть BUY, если S* >S. Открыть SELL, если VZ* > VZ и S* > S. Закрыть SELL, если S* < S.