EA based on "Envelopes" (standard MT5 indicator), with grid orders

EA requirements:

- Analyses quotes tick-by-tick (not only on bar closes)

- Uses Envelope indicator as signal and submits counter-trend orders when Envelope bands are crossed (e.g. sell orders when upper band is touched, buy orders when lower band is touched). Parameters on Envelopes indicator must be open to optimisation (timeframe, period of moving average and bands distance from moving average (in % or points/pips) )

- Allows ticket/order volume selection based on lots or "% Margin". (option open to optimisation)

- IMPORTANT: when trade signal (Envelopes) is activated the EA must send LIMIT orders on different price levels ("grid" orders), and the maximum number of orders must be at least 100. The distance between these orders will be fixed in pips, but must be open to optimisation.

- Lot multiplier: I would like to have the option to increase lot size in subsequent orders in the grid. Example: for a multiplier of 2.0, grid order #1 is 1.00 lot, grid order #2 is 2.00 lots, #3 is 3.00 lots and so on..

- Time delay between orders: when a position is closed/liquidated, all non-executed LIMIT orders are cancelled, and there must be a delay between closing a position and opening the next. This time must be open to optimisation.

- Exit orders (gain and loss): preferably, exit orders for gain should be LIMIT orders, and not the regular TP orders from MT5 (these are market orders). Both gain orders and stop loss orders should be calculated and appropriately managed based on the average price for the open position. 

- Time and days limits: I need to set time limits for when the EA can open positions, and when it should liquidate all positions at market. Example: I must be able to tell the EA to work from 9am on Monday to 7pm on Friday. No orders can be open before Monday 9am and all open positions closed at market on 7pm Friday. These times must be open for optimisation.

- Daily goals and loss limits: the EA must give me the option to configure financial goals and loss limits for each day. Example: EA liquidates open positions when 1000 USD gain is achieved on a day, or when 500 USD loss is reached on a day. These calculations should consider both (1) realised gain and losses + (2) net result of open positions.

- If possible: EA should give me the possibility to add transaction costs for backtesting purposes. For some reason MT5 backtest does not automatically account for transaction costs in Brazilian brokers. If adding this option is too complicated, it can be left out.

- EA must work on hedge and netting accounts, with no limits on ECN brokers (I have seen some that don't work on ECN brokers)

Thank you very much. 

Jose Moreira