Ehlers Fisher transform EA

ÿþ//+------------------------------------------------------------------+

//|                                   Ehlers Fisher transform EA.mq5 |

//|                              Copyright © 2020, Vladimir Karputov |

//|                     https://www.mql5.com/ru/market/product/43516 |

//+------------------------------------------------------------------+

#property copyright "Copyright © 2020, Vladimir Karputov"

#property link      "https://www.mql5.com/ru/market/product/43516"

#property version   "3.146"

#property description "barabashkakvn Trading engine 3.146"

/*

   barabashkakvn Trading engine 3.146

*/

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>

#include <Trade\AccountInfo.mqh>

#include <Trade\DealInfo.mqh>

#include <Expert\Money\MoneyFixedMargin.mqh>

//---

CPositionInfo  m_position;                   // object of CPositionInfo class

CTrade         m_trade;                      // object of CTrade class

CSymbolInfo    m_symbol;                     // object of CSymbolInfo class

CAccountInfo   m_account;                    // object of CAccountInfo class

CDealInfo      m_deal;                       // object of CDealInfo class

CMoneyFixedMargin *m_money;                  // object of CMoneyFixedMargin class

//+------------------------------------------------------------------+

//| Enum Lor or Risk                                                 |

//+------------------------------------------------------------------+

enum ENUM_LOT_OR_RISK

  {

   lots_min=0, // Lots Min

   lot=1,      // Constant lot

   risk=2,     // Risk in percent for a deal (range: from 1.00 to 100.00)

  };

//+------------------------------------------------------------------+

//| Enum Trade Mode                                                  |

//+------------------------------------------------------------------+

enum ENUM_TRADE_MODE

  {

   buy=0,      // Allowed only BUY positions

   sell=1,     // Allowed only SELL positions

   buy_sell=2, // Allowed BUY and SELL positions

  };

//+------------------------------------------------------------------+

//| Enum Pips Or Points                                              |

//+------------------------------------------------------------------+

enum ENUM_PIPS_OR_POINTS

  {

   pips=0,     // Pips (1.00045-1.00055=1 pips)

   points=1,   // Points (1.00045-1.00055=10 points)

  };

//+------------------------------------------------------------------+

//| Enum Fisher Calculate Mode                                       |

//+------------------------------------------------------------------+

enum enCalcMode

  {

   calc_hl, // Include current high and low in calculation

   calc_no  // Don't include current high and low in calculation

  };

//--- input parameters

input group             "Trading settings"

input ENUM_TIMEFRAMES      InpWorkingPeriod=PERIOD_CURRENT; // Working timeframe

input ENUM_PIPS_OR_POINTS  InpPipsOrPoints=pips;            // Pips Or Points:

input uint     InpStopLoss          = 15;          // Stop Loss

input uint     InpTakeProfit        = 46;          // Take Profit

input ushort   InpTrailingFrequency = 10;          // Trailing, in seconds (< "10" -> only on a new bar)

input ushort   InpSignalsFrequency  = 10;          // Search signals, in seconds (< "10" -> only on a new bar)

input uint     InpTrailingStop      = 25;          // Trailing Stop (min distance from price to Stop Loss)

input uint     InpTrailingStep      = 5;           // Trailing Step

input group             "Position size management (lot calculation)"

input ENUM_LOT_OR_RISK InpLotOrRisk = risk;        // Money management: Lot OR Risk

input double   InpVolumeLotOrRisk   = 3.0;         // The value for "Money management"

input group             "Trade mode"

input ENUM_TRADE_MODE InpTradeMode  = buy_sell;    // Trade mode:

input group             "Time control"

input bool     InpTimeControl       = true;        // Use time control

input uchar    InpStartHour         = 10;          // Start Hour

input uchar    InpStartMinute       = 01;          // Start Minute

input uchar    InpEndHour           = 15;          // End Hour

input uchar    InpEndMinute         = 02;          // End Minute

input group             "Fisher"

input int                Inp_Fisher_ma_period      = 32;             // Fisher: Averaging period

input enCalcMode         Inp_Fisher_calc_mode      = calc_no;        // Fisher: Calculation mode

input ENUM_APPLIED_PRICE Inp_Fisher_applied_price  = PRICE_MEDIAN;   // Fisher: Price

input group             "Additional features"

input bool     InpOnlyOne           = true;        // Positions: Only one

input bool     InpReverse           = false;       // Positions: Reverse

input bool     InpCloseOpposite     = false;       // Positions: Close opposite

input bool     InpPrintLog          = false;       // Print log

input uchar    InpFreezeCoefficient = 1;           // Coefficient (if Freeze==0 Or StopsLevels==0)

input ulong    InpDeviation         = 10;          // Deviation

input ulong    InpMagic             = 39536784;    // Magic number

//---

double   m_stop_loss                = 0.0;      // Stop Loss                  -> double

double   m_take_profit              = 0.0;      // Take Profit                -> double

double   m_trailing_stop            = 0.0;      // Trailing Stop              -> double

double   m_trailing_step            = 0.0;      // Trailing Step              -> double



int      handle_iCustom;                        // variable for storing the handle of the iCustom indicator



double   m_adjusted_point;                      // point value adjusted for 3 or 5 points

datetime m_last_trailing            = 0;        // "0" -> D'1970.01.01 00:00';

datetime m_last_signal              = 0;        // "0" -> D'1970.01.01 00:00';

datetime m_prev_bars                = 0;        // "0" -> D'1970.01.01 00:00';

datetime m_last_deal_in             = 0;        // "0" -> D'1970.01.01 00:00';

int      m_bar_current              = 0;

//--- the tactic is this: for positions we strictly monitor the result ***

//+------------------------------------------------------------------+

//| Structure Positions                                              |

//+------------------------------------------------------------------+

struct STRUCT_POSITION

  {

   ENUM_POSITION_TYPE pos_type;              // position type

   bool              waiting_transaction;    // waiting transaction, "true" -> it's forbidden to trade, we expect a transaction

   ulong             waiting_order_ticket;   // waiting order ticket, ticket of the expected order

   bool              transaction_confirmed;  // transaction confirmed, "true" -> transaction confirmed

   //--- Constructor

                     STRUCT_POSITION()

     {

      pos_type                   = WRONG_VALUE;

      waiting_transaction        = false;

      waiting_order_ticket       = 0;

      transaction_confirmed      = false;

     }

  };

STRUCT_POSITION SPosition[];

//+------------------------------------------------------------------+

//| Expert initialization function                                   |

//+------------------------------------------------------------------+

int OnInit()

  {

//---

   if(InpTrailingStop!=0 && InpTrailingStep==0)

     {

      string err_text=(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")?

                      ""@59;8=3 =52>7<>65=: ?0@0<5B@ \"Trailing Step\" @025= =C;N!":

                      "Trailing is not possible: parameter \"Trailing Step\" is zero!";

      //--- when testing, we will only output to the log about incorrect input parameters

      if(MQLInfoInteger(MQL_TESTER))

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

      else // if the Expert Advisor is run on the chart, tell the user about the error

        {

         Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//---

   ResetLastError();

   if(!m_symbol.Name(Symbol())) // sets symbol name

     {

      Print(__FILE__," ",__FUNCTION__,", ERROR: CSymbolInfo.Name");

      return(INIT_FAILED);

     }

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(InpMagic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   m_trade.SetDeviationInPoints(InpDeviation);

//--- tuning for 3 or 5 digits

   int digits_adjust=1;

   if(m_symbol.Digits()==3 || m_symbol.Digits()==5)

      digits_adjust=10;

   m_adjusted_point=m_symbol.Point()*digits_adjust;

   if(InpPipsOrPoints==pips) // Pips (1.00045-1.00055=1 pips)

     {

      m_stop_loss                = InpStopLoss                 * m_adjusted_point;

      m_take_profit              = InpTakeProfit               * m_adjusted_point;

      m_trailing_stop            = InpTrailingStop             * m_adjusted_point;

      m_trailing_step            = InpTrailingStep             * m_adjusted_point;

     }

   else // Points (1.00045-1.00055=10 points)

     {

      m_stop_loss                = InpStopLoss                 * m_symbol.Point();

      m_take_profit              = InpTakeProfit               * m_symbol.Point();

      m_trailing_stop            = InpTrailingStop             * m_symbol.Point();

      m_trailing_step            = InpTrailingStep             * m_symbol.Point();

     }

//--- check the input parameter "Lots"

   string err_text="";

   if(InpLotOrRisk==lot)

     {

      if(!CheckVolumeValue(InpVolumeLotOrRisk,err_text))

        {

         //--- when testing, we will only output to the log about incorrect input parameters

         if(MQLInfoInteger(MQL_TESTER))

           {

            Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

            return(INIT_FAILED);

           }

         else // if the Expert Advisor is run on the chart, tell the user about the error

           {

            Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

            return(INIT_PARAMETERS_INCORRECT);

           }

        }

     }

   else

      if(InpLotOrRisk==risk)

        {

         if(m_money!=NULL)

            delete m_money;

         m_money=new CMoneyFixedMargin;

         if(m_money!=NULL)

           {

            if(InpVolumeLotOrRisk<1 || InpVolumeLotOrRisk>100)

              {

               Print(__FILE__," ",__FUNCTION__,", ERROR: ");

               Print("The value for \"Money management\" (",DoubleToString(InpVolumeLotOrRisk,2),") -> invalid parameters");

               Print("   parameter must be in the range: from 1.00 to 100.00");

               return(INIT_FAILED);

              }

            if(!m_money.Init(GetPointer(m_symbol),InpWorkingPeriod,m_symbol.Point()*digits_adjust))

              {

               Print(__FILE__," ",__FUNCTION__,", ERROR: CMoneyFixedMargin.Init");

               return(INIT_FAILED);

              }

            m_money.Percent(InpVolumeLotOrRisk);

           }

         else

           {

            Print(__FILE__," ",__FUNCTION__,", ERROR: Object CMoneyFixedMargin is NULL");

            return(INIT_FAILED);

           }

        }

//--- create handle of the indicator iCustom

   handle_iCustom=iCustom(m_symbol.Name(),InpWorkingPeriod,"Ehlers Fisher transform (original)",

                          Inp_Fisher_ma_period,Inp_Fisher_calc_mode,Inp_Fisher_applied_price);

//--- if the handle is not created

   if(handle_iCustom==INVALID_HANDLE)

     {

      //--- tell about the failure and output the error code

      PrintFormat("Failed to create handle of the iCustom indicator for the symbol %s/%s, error code %d",

                  m_symbol.Name(),

                  EnumToString(InpWorkingPeriod),

                  GetLastError());

      //--- the indicator is stopped early

      return(INIT_FAILED);

     }

//---

   m_bar_current=(InpSignalsFrequency<10)?1:0;

//---

   return(INIT_SUCCEEDED);

  }

//+------------------------------------------------------------------+

//| Expert deinitialization function                                 |

//+------------------------------------------------------------------+

void OnDeinit(const int reason)

  {

//---

   if(m_money!=NULL)

      delete m_money;

  }

//+------------------------------------------------------------------+

//| Expert tick function                                             |

//+------------------------------------------------------------------+

void OnTick()

  {

//---

   int size_need_position=ArraySize(SPosition);

   if(size_need_position>0)

     {

      for(int i=size_need_position-1; i>=0; i--)

        {

         if(SPosition[i].waiting_transaction)

           {

            if(!SPosition[i].transaction_confirmed)

              {

               if(InpPrintLog)

                  Print(__FILE__," ",__FUNCTION__,", OK: ","transaction_confirmed: ",SPosition[i].transaction_confirmed);

               return;

              }

            else

               if(SPosition[i].transaction_confirmed)

                 {

                  ArrayRemove(SPosition,i,1);

                  return;

                 }

           }

         if(SPosition[i].pos_type==POSITION_TYPE_BUY)

           {

            if(InpCloseOpposite || InpOnlyOne)

              {

               int      count_buys           = 0;

               double   volume_buys          = 0.0;

               double   volume_biggest_buys  = 0.0;

               int      count_sells          = 0;

               double   volume_sells         = 0.0;

               double   volume_biggest_sells = 0.0;

               CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                                     count_sells,volume_sells,volume_biggest_sells);

               if(InpCloseOpposite)

                 {

                  if(count_sells>0)

                    {

                     ClosePositions(POSITION_TYPE_SELL);

                     return;

                    }

                 }

               if(InpOnlyOne)

                 {

                  if(count_buys+count_sells==0)

                    {

                     SPosition[i].waiting_transaction=true;

                     OpenPosition(i);

                     return;

                    }

                  else

                     ArrayRemove(SPosition,i,1);

                  return;

                 }

              }

            SPosition[i].waiting_transaction=true;

            OpenPosition(i);

            return;

           }

         if(SPosition[i].pos_type==POSITION_TYPE_SELL)

           {

            if(InpCloseOpposite || InpOnlyOne)

              {

               int      count_buys           = 0;

               double   volume_buys          = 0.0;

               double   volume_biggest_buys  = 0.0;

               int      count_sells          = 0;

               double   volume_sells         = 0.0;

               double   volume_biggest_sells = 0.0;

               CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                                     count_sells,volume_sells,volume_biggest_sells);

               if(InpCloseOpposite)

                 {

                  if(count_buys>0)

                    {

                     ClosePositions(POSITION_TYPE_BUY);

                     return;

                    }

                 }

               if(InpOnlyOne)

                 {

                  if(count_buys+count_sells==0)

                    {

                     SPosition[i].waiting_transaction=true;

                     OpenPosition(i);

                     return;

                    }

                  else

                     ArrayRemove(SPosition,i,1);

                  return;

                 }

              }

            SPosition[i].waiting_transaction=true;

            OpenPosition(i);

            return;

           }

        }

     }

//---

   if(InpTrailingFrequency>=10) // trailing no more than once every 10 seconds

     {

      datetime time_current=TimeCurrent();

      if(time_current-m_last_trailing>InpTrailingFrequency)

        {

         Trailing();

         m_last_trailing=time_current;

        }

     }

   if(InpSignalsFrequency>=10) // search for trading signals no more than once every 10 seconds

     {

      datetime time_current=TimeCurrent();

      if(time_current-m_last_signal>InpSignalsFrequency)

        {

         //--- search for trading signals

         if(!RefreshRates())

            return;

         if(!SearchTradingSignals())

            return;

         m_last_signal=time_current;

        }

     }

//--- we work only at the time of the birth of new bar

   if(InpTrailingFrequency<10 || InpSignalsFrequency<10)

     {

      datetime time_0=iTime(m_symbol.Name(),InpWorkingPeriod,0);

      if(time_0==m_prev_bars)

         return;

      m_prev_bars=time_0;

      if(InpTrailingFrequency<10) // trailing only at the time of the birth of new bar

        {

         Trailing();

        }

      if(InpSignalsFrequency<10) // search for trading signals only at the time of the birth of new bar

        {

         if(!RefreshRates())

           {

            m_prev_bars=0;

            return;

           }

         //--- search for trading signals

         if(!SearchTradingSignals())

           {

            m_prev_bars=0;

            return;

           }

        }

     }

//---

  }

//+------------------------------------------------------------------+

//| TradeTransaction function                                        |

//+------------------------------------------------------------------+

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//--- get transaction type as enumeration value

   ENUM_TRADE_TRANSACTION_TYPE type=trans.type;

//--- if transaction is result of addition of the transaction in history

   if(type==TRADE_TRANSACTION_DEAL_ADD)

     {

      ResetLastError();

      if(HistoryDealSelect(trans.deal))

         m_deal.Ticket(trans.deal);

      else

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ","HistoryDealSelect(",trans.deal,") error: ",GetLastError());

         return;

        }

      if(m_deal.Symbol()==m_symbol.Name() && m_deal.Magic()==InpMagic)

        {

         if(m_deal.DealType()==DEAL_TYPE_BUY || m_deal.DealType()==DEAL_TYPE_SELL)

           {

            if(m_deal.Entry()==DEAL_ENTRY_IN || m_deal.Entry()==DEAL_ENTRY_INOUT)

               m_last_deal_in=iTime(m_symbol.Name(),InpWorkingPeriod,0);

            int size_need_position=ArraySize(SPosition);

            if(size_need_position>0)

              {

               for(int i=0; i<size_need_position; i++)

                 {

                  if(SPosition[i].waiting_transaction)

                     if(SPosition[i].waiting_order_ticket==m_deal.Order())

                       {

                        Print(__FUNCTION__," Transaction confirmed");

                        SPosition[i].transaction_confirmed=true;

                        break;

                       }

                 }

              }

           }

        }

     }

  }

//+------------------------------------------------------------------+

//| Refreshes the symbol quotes data                                 |

//+------------------------------------------------------------------+

bool RefreshRates()

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

      Print(__FILE__," ",__FUNCTION__,", ERROR: ","RefreshRates error");

      return(false);

     }

//--- protection against the return value of "zero"

   if(m_symbol.Ask()==0 || m_symbol.Bid()==0)

     {

      Print(__FILE__," ",__FUNCTION__,", ERROR: ","Ask == 0.0 OR Bid == 0.0");

      return(false);

     }

//---

   return(true);

  }

//+------------------------------------------------------------------+

//| Check the correctness of the position volume                     |

//+------------------------------------------------------------------+

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=m_symbol.LotsMin();

   if(volume<min_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< <5=LH5 <8=8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MIN=%.2f",min_volume);

      else

         error_description=StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f",min_volume);

      return(false);

     }

//--- maximal allowed volume of trade operations

   double max_volume=m_symbol.LotsMax();

   if(volume>max_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< 1>;LH5 <0:A8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MAX=%.2f",max_volume);

      else

         error_description=StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f",max_volume);

      return(false);

     }

//--- get minimal step of volume changing

   double volume_step=m_symbol.LotsStep();

   int ratio=(int)MathRound(volume/volume_step);

   if(MathAbs(ratio*volume_step-volume)>0.0000001)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< =5 :@0B5= <8=8<0;L=><C H03C SYMBOL_VOLUME_STEP=%.2f, 1;8609H89 ?@028;L=K9 >1J5< %.2f",

                                        volume_step,ratio*volume_step);

      else

         error_description=StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",

                                        volume_step,ratio*volume_step);

      return(false);

     }

   error_description="Correct volume value";

//---

   return(true);

  }

//+------------------------------------------------------------------+

//| Lot Check                                                        |

//+------------------------------------------------------------------+

double LotCheck(double lots,CSymbolInfo &symbol)

  {

//--- calculate maximum volume

   double volume=NormalizeDouble(lots,2);

   double stepvol=symbol.LotsStep();

   if(stepvol>0.0)

      volume=stepvol*MathFloor(volume/stepvol);

//---

   double minvol=symbol.LotsMin();

   if(volume<minvol)

      volume=0.0;

//---

   double maxvol=symbol.LotsMax();

   if(volume>maxvol)

      volume=maxvol;

//---

   return(volume);

  }

//+------------------------------------------------------------------+

//| Check Freeze and Stops levels                                    |

//+------------------------------------------------------------------+

void FreezeStopsLevels(double &freeze,double &stops)

  {

//--- check Freeze and Stops levels

   /*

   SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations

      for pending orders and open positions in points

   ------------------------|--------------------|--------------------------------------------

   Type of order/position  |  Activation price  |  Check

   ------------------------|--------------------|--------------------------------------------

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

   ------------------------------------------------------------------------------------------



   SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the

      StopLoss and TakeProfit levels from the current closing price of the open position

   ------------------------------------------------|------------------------------------------

   Buying is done at the Ask price                 |  Selling is done at the Bid price

   ------------------------------------------------|------------------------------------------

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid                        |  StopLoss          >= Ask

   TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

   Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

   ------------------------------------------------------------------------------------------

   */

   double coeff=(double)InpFreezeCoefficient;

   if(!RefreshRates() || !m_symbol.Refresh())

      return;

//--- FreezeLevel -> for pending order and modification

   double freeze_level=m_symbol.FreezeLevel()*m_symbol.Point();

   if(freeze_level==0.0)

      if(InpFreezeCoefficient>0)

         freeze_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;

//--- StopsLevel -> for TakeProfit and StopLoss

   double stop_level=m_symbol.StopsLevel()*m_symbol.Point();

   if(stop_level==0.0)

      if(InpFreezeCoefficient>0)

         stop_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;

//---

   freeze=freeze_level;

   stops=stop_level;

//---

   return;

  }

//+------------------------------------------------------------------+

//| Open position                                                    |

//|   double stop_loss                                               |

//|      -> pips * m_adjusted_point (if "0.0" -> the m_stop_loss)    |

//|   double take_profit                                             |

//|      -> pips * m_adjusted_point (if "0.0" -> the m_take_profit)  |

//+------------------------------------------------------------------+

void OpenPosition(const int index)

  {

   double freeze=0.0,stops=0.0;

   FreezeStopsLevels(freeze,stops);

   /*

   SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the

      StopLoss and TakeProfit levels from the current closing price of the open position

   ------------------------------------------------|------------------------------------------

   Buying is done at the Ask price                 |  Selling is done at the Bid price

   ------------------------------------------------|------------------------------------------

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid                        |  StopLoss          >= Ask

   TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

   Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

   ------------------------------------------------------------------------------------------

   */

//--- buy

   if(SPosition[index].pos_type==POSITION_TYPE_BUY)

     {

      double sl=(m_stop_loss==0.0)?0.0:m_symbol.Ask()-m_stop_loss;

      if(sl>0.0)

         if(m_symbol.Bid()-sl<stops)

            sl=m_symbol.Bid()-stops;

      double tp=(m_take_profit==0.0)?0.0:m_symbol.Ask()+m_take_profit;

      if(tp>0.0)

         if(tp-m_symbol.Ask()<stops)

            tp=m_symbol.Ask()+stops;

      OpenBuy(index,sl,tp);

      return;

     }

//--- sell

   if(SPosition[index].pos_type==POSITION_TYPE_SELL)

     {

      double sl=(m_stop_loss==0.0)?0.0:m_symbol.Bid()+m_stop_loss;

      if(sl>0.0)

         if(sl-m_symbol.Ask()<stops)

            sl=m_symbol.Ask()+stops;

      double tp=(m_take_profit==0.0)?0.0:m_symbol.Bid()-m_take_profit;

      if(tp>0.0)

         if(m_symbol.Bid()-tp<stops)

            tp=m_symbol.Bid()-stops;

      OpenSell(index,sl,tp);

      return;

     }

  }

//+------------------------------------------------------------------+

//| Open Buy position                                                |

//+------------------------------------------------------------------+

void OpenBuy(const int index,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);

   double long_lot=0.0;

   if(InpLotOrRisk==risk)

     {

      long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);

      if(InpPrintLog)

         Print(__FILE__," ",__FUNCTION__,", OK: ","sl=",DoubleToString(sl,m_symbol.Digits()),

               ", CheckOpenLong: ",DoubleToString(long_lot,2),

               ", Balance: ",    DoubleToString(m_account.Balance(),2),

               ", Equity: ",     DoubleToString(m_account.Equity(),2),

               ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

      if(long_lot==0.0)

        {

         ArrayRemove(SPosition,index,1);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", ERROR: ","CMoneyFixedMargin.CheckOpenLong returned the value of 0.0");

         return;

        }

     }

   else

      if(InpLotOrRisk==lot)

         long_lot=InpVolumeLotOrRisk;

      else

         if(InpLotOrRisk==lots_min)

            long_lot=m_symbol.LotsMin();

         else

           {

            ArrayRemove(SPosition,index,1);

            return;

           }

//---

   if(m_symbol.LotsLimit()>0.0)

     {

      int      count_buys           = 0;

      double   volume_buys          = 0.0;

      double   volume_biggest_buys  = 0.0;

      int      count_sells          = 0;

      double   volume_sells         = 0.0;

      double   volume_biggest_sells = 0.0;

      CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                            count_sells,volume_sells,volume_biggest_sells);

      if(volume_buys+volume_sells+long_lot>m_symbol.LotsLimit())

        {

         ArrayRemove(SPosition,index,1);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", ERROR: ","#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),

                  ") + Volume Sell (",DoubleToString(volume_sells,2),

                  ") + Volume long (",DoubleToString(long_lot,2),

                  ") > Lots Limit (",DoubleToString(m_symbol.LotsLimit(),2),")");

         return;

        }

     }

//--- check volume before OrderSend to avoid "not enough money" error (CTrade)

   double free_margin_check=m_account.FreeMarginCheck(m_symbol.Name(),

                            ORDER_TYPE_BUY,

                            long_lot,

                            m_symbol.Ask());

   double margin_check=m_account.MarginCheck(m_symbol.Name(),

                       ORDER_TYPE_BUY,

                       long_lot,

                       m_symbol.Ask());

   if(free_margin_check>margin_check)

     {

      if(m_trade.Buy(long_lot,m_symbol.Name(),

                     m_symbol.Ask(),sl,tp)) // CTrade::Buy -> "true"

        {

         if(m_trade.ResultDeal()==0)

           {

            if(m_trade.ResultRetcode()==10009) // trade order went to the exchange

              {

               SPosition[index].waiting_transaction=true;

               SPosition[index].waiting_order_ticket=m_trade.ResultOrder();

              }

            else

              {

               SPosition[index].waiting_transaction=false;

               if(InpPrintLog)

                  Print(__FILE__," ",__FUNCTION__,", ERROR: ","#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

                        ", description of result: ",m_trade.ResultRetcodeDescription());

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            if(m_trade.ResultRetcode()==10009)

              {

               SPosition[index].waiting_transaction=true;

               SPosition[index].waiting_order_ticket=m_trade.ResultOrder();

              }

            else

              {

               SPosition[index].waiting_transaction=false;

               if(InpPrintLog)

                  Print(__FILE__," ",__FUNCTION__,", OK: ","#2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(),

                        ", description of result: ",m_trade.ResultRetcodeDescription());

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         SPosition[index].waiting_transaction=false;

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", ERROR: ","#3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

                  ", description of result: ",m_trade.ResultRetcodeDescription());

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      ArrayRemove(SPosition,index,1);

      if(InpPrintLog)

         Print(__FILE__," ",__FUNCTION__,", ERROR: ","CAccountInfo.FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));

      return;

     }

//---

  }

//+------------------------------------------------------------------+

//| Open Sell position                                               |

//+------------------------------------------------------------------+

void OpenSell(const int index,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);

   double short_lot=0.0;

   if(InpLotOrRisk==risk)

     {

      short_lot=m_money.CheckOpenShort(m_symbol.Bid(),sl);

      if(InpPrintLog)

         Print(__FILE__," ",__FUNCTION__,", OK: ","sl=",DoubleToString(sl,m_symbol.Digits()),

               ", CheckOpenLong: ",DoubleToString(short_lot,2),

               ", Balance: ",    DoubleToString(m_account.Balance(),2),

               ", Equity: ",     DoubleToString(m_account.Equity(),2),

               ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

      if(short_lot==0.0)

        {

         ArrayRemove(SPosition,index,1);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", ERROR: ","CMoneyFixedMargin.CheckOpenShort returned the value of \"0.0\"");

         return;

        }

     }

   else

      if(InpLotOrRisk==lot)

         short_lot=InpVolumeLotOrRisk;

      else

         if(InpLotOrRisk==lots_min)

            short_lot=m_symbol.LotsMin();

         else

           {

            ArrayRemove(SPosition,index,1);

            return;

           }

//---

   if(m_symbol.LotsLimit()>0.0)

     {

      int      count_buys           = 0;

      double   volume_buys          = 0.0;

      double   volume_biggest_buys  = 0.0;

      int      count_sells          = 0;

      double   volume_sells         = 0.0;

      double   volume_biggest_sells = 0.0;

      CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                            count_sells,volume_sells,volume_biggest_sells);

      if(volume_buys+volume_sells+short_lot>m_symbol.LotsLimit())

        {

         ArrayRemove(SPosition,index,1);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", ERROR: ","#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),

                  ") + Volume Sell (",DoubleToString(volume_sells,2),

                  ") + Volume short (",DoubleToString(short_lot,2),

                  ") > Lots Limit (",DoubleToString(m_symbol.LotsLimit(),2),")");

         return;

        }

     }

//--- check volume before OrderSend to avoid "not enough money" error (CTrade)

   double free_margin_check=m_account.FreeMarginCheck(m_symbol.Name(),

                            ORDER_TYPE_SELL,

                            short_lot,

                            m_symbol.Bid());

   double margin_check=m_account.MarginCheck(m_symbol.Name(),

                       ORDER_TYPE_SELL,

                       short_lot,

                       m_symbol.Bid());

   if(free_margin_check>margin_check)

     {

      if(m_trade.Sell(short_lot,m_symbol.Name(),

                      m_symbol.Bid(),sl,tp)) // CTrade::Sell -> "true"

        {

         if(m_trade.ResultDeal()==0)

           {

            if(m_trade.ResultRetcode()==10009) // trade order went to the exchange

              {

               SPosition[index].waiting_transaction=true;

               SPosition[index].waiting_order_ticket=m_trade.ResultOrder();

              }

            else

              {

               SPosition[index].waiting_transaction=false;

               if(InpPrintLog)

                  Print(__FILE__," ",__FUNCTION__,", ERROR: ","#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

                        ", description of result: ",m_trade.ResultRetcodeDescription());

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            if(m_trade.ResultRetcode()==10009)

              {

               SPosition[index].waiting_transaction=true;

               SPosition[index].waiting_order_ticket=m_trade.ResultOrder();

              }

            else

              {

               SPosition[index].waiting_transaction=false;

               if(InpPrintLog)

                  Print(__FILE__," ",__FUNCTION__,", OK: ","#2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(),

                        ", description of result: ",m_trade.ResultRetcodeDescription());

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         SPosition[index].waiting_transaction=false;

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", ERROR: ","#3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

                  ", description of result: ",m_trade.ResultRetcodeDescription());

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      ArrayRemove(SPosition,index,1);

      if(InpPrintLog)

         Print(__FILE__," ",__FUNCTION__,", ERROR: ","CAccountInfo.FreeMarginCheck returned the value ",DoubleToString(free_margin_check,2));

      return;

     }

//---

  }

//+------------------------------------------------------------------+

//| Print CTrade result                                              |

//+------------------------------------------------------------------+

void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)

  {

   Print(__FILE__," ",__FUNCTION__,", Symbol: ",symbol.Name()+", "+

         "Code of request result: "+IntegerToString(trade.ResultRetcode())+", "+

         "Code of request result as a string: "+trade.ResultRetcodeDescription(),

         "Trade execution mode: "+symbol.TradeExecutionDescription());

   Print("Deal ticket: "+IntegerToString(trade.ResultDeal())+", "+

         "Order ticket: "+IntegerToString(trade.ResultOrder())+", "+

         "Order retcode external: "+IntegerToString(trade.ResultRetcodeExternal())+", "+

         "Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));

   Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits())+", "+

         "Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits())+", "+

         "Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

   Print("Broker comment: "+trade.ResultComment());

  }

//+------------------------------------------------------------------+

//| Get value of buffers                                             |

//+------------------------------------------------------------------+

bool iGetArray(const int handle,const int buffer,const int start_pos,

               const int count,double &arr_buffer[])

  {

   bool result=true;

   if(!ArrayIsDynamic(arr_buffer))

     {

      if(InpPrintLog)

         PrintFormat("ERROR! EA: %s, FUNCTION: %s, this a no dynamic array!",__FILE__,__FUNCTION__);

      return(false);

     }

   ArrayFree(arr_buffer);

//--- reset error code

   ResetLastError();

//--- fill a part of the iBands array with values from the indicator buffer

   int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer);

   if(copied!=count)

     {

      //--- if the copying fails, tell the error code

      if(InpPrintLog)

         PrintFormat("ERROR! EA: %s, FUNCTION: %s, amount to copy: %d, copied: %d, error code %d",

                     __FILE__,__FUNCTION__,count,copied,GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated

      return(false);

     }

   return(result);

  }

//+------------------------------------------------------------------+

//| Trailing                                                         |

//|   InpTrailingStop: min distance from price to Stop Loss          |

//+------------------------------------------------------------------+

void Trailing()

  {

   if(InpTrailingStop==0)

      return;

   double freeze=0.0,stops=0.0;

   FreezeStopsLevels(freeze,stops);

   /*

   SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations

      for pending orders and open positions in points

   ------------------------|--------------------|--------------------------------------------

   Type of order/position  |  Activation price  |  Check

   ------------------------|--------------------|--------------------------------------------

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

   ------------------------------------------------------------------------------------------

   */

   for(int i=PositionsTotal()-1; i>=0; i--) // returns the number of open positions

      if(m_position.SelectByIndex(i))

         if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==InpMagic)

           {

            double price_current = m_position.PriceCurrent();

            double price_open    = m_position.PriceOpen();

            double stop_loss     = m_position.StopLoss();

            double take_profit   = m_position.TakeProfit();

            double ask           = m_symbol.Ask();

            double bid           = m_symbol.Bid();

            //---

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(price_current-price_open>m_trailing_stop+m_trailing_step)

                  if(stop_loss<price_current-(m_trailing_stop+m_trailing_step))

                     if(m_trailing_stop>=freeze && (take_profit-bid>=freeze || take_profit==0.0))

                       {

                        if(!m_trade.PositionModify(m_position.Ticket(),

                                                   m_symbol.NormalizePrice(price_current-m_trailing_stop),

                                                   take_profit))

                           if(InpPrintLog)

                              Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify BUY ",m_position.Ticket(),

                                    " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

                                    ", description of result: ",m_trade.ResultRetcodeDescription());

                        if(InpPrintLog)

                          {

                           RefreshRates();

                           m_position.SelectByIndex(i);

                           PrintResultModify(m_trade,m_symbol,m_position);

                          }

                        continue;

                       }

              }

            else

              {

               if(price_open-price_current>m_trailing_stop+m_trailing_step)

                  if((stop_loss>(price_current+(m_trailing_stop+m_trailing_step))) || (stop_loss==0))

                     if(m_trailing_stop>=freeze && ask-take_profit>=freeze)

                       {

                        if(!m_trade.PositionModify(m_position.Ticket(),

                                                   m_symbol.NormalizePrice(price_current+m_trailing_stop),

                                                   take_profit))

                           if(InpPrintLog)

                              Print(__FILE__," ",__FUNCTION__,", ERROR: ","Modify SELL ",m_position.Ticket(),

                                    " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

                                    ", description of result: ",m_trade.ResultRetcodeDescription());

                        if(InpPrintLog)

                          {

                           RefreshRates();

                           m_position.SelectByIndex(i);

                           PrintResultModify(m_trade,m_symbol,m_position);

                          }

                       }

              }

           }

  }

//+------------------------------------------------------------------+

//| Print CTrade result                                              |

//+------------------------------------------------------------------+

void PrintResultModify(CTrade &trade,CSymbolInfo &symbol,CPositionInfo &position)

  {

   Print("File: ",__FILE__,", symbol: ",symbol.Name());

   Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));

   Print("code of request result as a string: "+trade.ResultRetcodeDescription());

   Print("Deal ticket: "+IntegerToString(trade.ResultDeal()));

   Print("Order ticket: "+IntegerToString(trade.ResultOrder()));

   Print("Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));

   Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));

   Print("Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

   Print("Broker comment: "+trade.ResultComment());

   Print("Freeze Level: "+DoubleToString(symbol.FreezeLevel(),0),", Stops Level: "+DoubleToString(symbol.StopsLevel(),0));

   Print("Price of position opening: "+DoubleToString(position.PriceOpen(),symbol.Digits()));

   Print("Price of position's Stop Loss: "+DoubleToString(position.StopLoss(),symbol.Digits()));

   Print("Price of position's Take Profit: "+DoubleToString(position.TakeProfit(),symbol.Digits()));

   Print("Current price by position: "+DoubleToString(position.PriceCurrent(),symbol.Digits()));

  }

//+------------------------------------------------------------------+

//| Close positions                                                  |

//+------------------------------------------------------------------+

void ClosePositions(const ENUM_POSITION_TYPE pos_type)

  {

   double freeze=0.0,stops=0.0;

   FreezeStopsLevels(freeze,stops);

   /*

   SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations

      for pending orders and open positions in points

   ------------------------|--------------------|--------------------------------------------

   Type of order/position  |  Activation price  |  Check

   ------------------------|--------------------|--------------------------------------------

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

   ------------------------------------------------------------------------------------------

   */

   for(int i=PositionsTotal()-1; i>=0; i--) // returns the number of current positions

      if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties

         if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==InpMagic)

            if(m_position.PositionType()==pos_type)

              {

               if(m_position.PositionType()==POSITION_TYPE_BUY)

                 {

                  bool take_profit_level=((m_position.TakeProfit()!=0.0 && m_position.TakeProfit()-m_position.PriceCurrent()>=freeze) || m_position.TakeProfit()==0.0);

                  bool stop_loss_level=((m_position.StopLoss()!=0.0 && m_position.PriceCurrent()-m_position.StopLoss()>=freeze) || m_position.StopLoss()==0.0);

                  if(take_profit_level && stop_loss_level)

                     if(!m_trade.PositionClose(m_position.Ticket())) // close a position by the specified m_symbol

                        if(InpPrintLog)

                           Print(__FILE__," ",__FUNCTION__,", ERROR: ","BUY PositionClose ",m_position.Ticket(),", ",m_trade.ResultRetcodeDescription());

                 }

               if(m_position.PositionType()==POSITION_TYPE_SELL)

                 {

                  bool take_profit_level=((m_position.TakeProfit()!=0.0 && m_position.PriceCurrent()-m_position.TakeProfit()>=freeze) || m_position.TakeProfit()==0.0);

                  bool stop_loss_level=((m_position.StopLoss()!=0.0 && m_position.StopLoss()-m_position.PriceCurrent()>=freeze) || m_position.StopLoss()==0.0);

                  if(take_profit_level && stop_loss_level)

                     if(!m_trade.PositionClose(m_position.Ticket())) // close a position by the specified m_symbol

                        if(InpPrintLog)

                           Print(__FILE__," ",__FUNCTION__,", ERROR: ","SELL PositionClose ",m_position.Ticket(),", ",m_trade.ResultRetcodeDescription());

                 }

              }

  }

//+------------------------------------------------------------------+

//| Calculate all positions                                          |

//+------------------------------------------------------------------+

void CalculateAllPositions(int &count_buys,double &volume_buys,double &volume_biggest_buys,

                           int &count_sells,double &volume_sells,double &volume_biggest_sells)

  {

   count_buys  = 0;

   volume_buys   = 0.0;

   volume_biggest_buys  = 0.0;

   count_sells = 0;

   volume_sells  = 0.0;

   volume_biggest_sells = 0.0;

   for(int i=PositionsTotal()-1; i>=0; i--)

      if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties

         if(m_position.Symbol()==m_symbol.Name())

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               count_buys++;

               volume_buys+=m_position.Volume();

               if(m_position.Volume()>volume_biggest_buys)

                  volume_biggest_buys=m_position.Volume();

               continue;

              }

            else

               if(m_position.PositionType()==POSITION_TYPE_SELL)

                 {

                  count_sells++;

                  volume_sells+=m_position.Volume();

                  if(m_position.Volume()>volume_biggest_sells)

                     volume_biggest_sells=m_position.Volume();

                 }

           }

  }

//+------------------------------------------------------------------+

//| Search trading signals                                           |

//+------------------------------------------------------------------+

bool SearchTradingSignals(void)

  {

   if(iTime(m_symbol.Name(),InpWorkingPeriod,0)==m_last_deal_in) // on one bar - only one deal

      return(true);

   if(!TimeControlHourMinute())

      return(true);

   double transform_color[];

   ArraySetAsSeries(transform_color,true);

   int start_pos=0,count=3;

   if(!iGetArray(handle_iCustom,1,start_pos,count,transform_color))

      return(false);

//---

   int size_need_position=ArraySize(SPosition);

   if(size_need_position>0)

      return(true);

   if(transform_color[m_bar_current+1]==2.0 && transform_color[m_bar_current]==1.0)

     {

      if(!InpReverse)

        {

         if(InpTradeMode!=sell)

           {

            ArrayResize(SPosition,size_need_position+1);

            SPosition[size_need_position].pos_type=POSITION_TYPE_BUY;

            if(InpPrintLog)

               Print(__FILE__," ",__FUNCTION__,", OK: ","Signal BUY");

            return(true);

           }

        }

      else

        {

         if(InpTradeMode!=buy)

           {

            ArrayResize(SPosition,size_need_position+1);

            SPosition[size_need_position].pos_type=POSITION_TYPE_SELL;

            if(InpPrintLog)

               Print(__FILE__," ",__FUNCTION__,", OK: ","Signal SELL");

            return(true);

           }

        }

     }

   if(transform_color[m_bar_current+1]==1.0 && transform_color[m_bar_current]==2.0)

     {

      if(!InpReverse)

        {

         if(InpTradeMode!=buy)

           {

            ArrayResize(SPosition,size_need_position+1);

            SPosition[size_need_position].pos_type=POSITION_TYPE_SELL;

            if(InpPrintLog)

               Print(__FILE__," ",__FUNCTION__,", OK: ","Signal SELL");

            return(true);

           }

        }

      else

        {

         if(InpTradeMode!=sell)

           {

            ArrayResize(SPosition,size_need_position+1);

            SPosition[size_need_position].pos_type=POSITION_TYPE_BUY;

            if(InpPrintLog)

               Print(__FILE__," ",__FUNCTION__,", OK: ","Signal BUY");

            return(true);

           }

        }

     }

//---

   return(true);

  }

//+------------------------------------------------------------------+

//| Is position exists                                               |

//+------------------------------------------------------------------+

bool IsPositionExists(void)

  {

   for(int i=PositionsTotal()-1; i>=0; i--)

      if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties

         if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==InpMagic)

            return(true);

//---

   return(false);

  }

//+------------------------------------------------------------------+

//| TimeControl                                                      |

//+------------------------------------------------------------------+

bool TimeControlHourMinute(void)

  {

   if(!InpTimeControl)

      return(true);

   MqlDateTime STimeCurrent;

   datetime time_current=TimeCurrent();

   if(time_current==D'1970.01.01 00:00')

      return(false);

   TimeToStruct(time_current,STimeCurrent);

   if((InpStartHour*60*60+InpStartMinute*60)<(InpEndHour*60*60+InpEndMinute*60)) // intraday time interval

     {

      /*

      Example:

      input uchar    InpStartHour      = 5;        // Start hour

      input uchar    InpEndHour        = 10;       // End hour

      0  1  2  3  4  5  6  7  8  9  10 11 12 13 14 15 16 17 18 19 20 21 22 23 0  1  2  3  4  5  6  7  8  9  10 11 12 13 14 15

      _  _  _  _  _  +  +  +  +  +  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  +  +  +  +  +  _  _  _  _  _  _

      */

      if((STimeCurrent.hour*60*60+STimeCurrent.min*60>=InpStartHour*60*60+InpStartMinute*60) &&

         (STimeCurrent.hour*60*60+STimeCurrent.min*60<InpEndHour*60*60+InpEndMinute*60))

         return(true);

     }

   else

      if((InpStartHour*60*60+InpStartMinute*60)>(InpEndHour*60*60+InpEndMinute*60)) // time interval with the transition in a day

        {

         /*

         Example:

         input uchar    InpStartHour      = 10;       // Start hour

         input uchar    InpEndHour        = 5;        // End hour

         0  1  2  3  4  5  6  7  8  9  10 11 12 13 14 15 16 17 18 19 20 21 22 23 0  1  2  3  4  5  6  7  8  9  10 11 12 13 14 15

         _  _  _  _  _  _  _  _  _  _  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  _  _  _  _  _  +  +  +  +  +  +

         */

         if(STimeCurrent.hour*60*60+STimeCurrent.min*60>=InpStartHour*60*60+InpStartMinute*60 ||

            STimeCurrent.hour*60*60+STimeCurrent.min*60<InpEndHour*60*60+InpEndMinute*60)

            return(true);

        }

      else

         return(false);

//---

   return(false);

  }

//+------------------------------------------------------------------+