Previous Day Two Pending Orders

Author: Copyright © 2019, Vladimir Karputov
Price Data Components
Series array that contains tick volumes of each bar
Orders Execution
Checks for the total of open orders
Miscellaneous
It issuies visual alerts to the screen
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Previous Day Two Pending Orders
ÿþ//+------------------------------------------------------------------+

//|                              Previous Day Two Pending Orders.mq5 |

//|                              Copyright © 2019, Vladimir Karputov |

//|                                           http://wmua.ru/slesar/ |

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

#property copyright "Copyright © 2019, Vladimir Karputov"

#property link      "http://wmua.ru/slesar/"

#property version   "1.001"

/*

   barabashkakvn Trading engine 3.029

*/

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>

#include <Trade\AccountInfo.mqh>

#include <Trade\DealInfo.mqh>

#include <Trade\OrderInfo.mqh>

#include <Expert\Money\MoneyFixedMargin.mqh>

CPositionInfo  m_position;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

CDealInfo      m_deal;                       // deals object

COrderInfo     m_order;                      // pending orders object

CMoneyFixedMargin *m_money;

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

//| 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

  };

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

//| Enum Price                                                       |

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

enum ENUM_PRICE

  {

   high_low=0,    // High and Low

   open_close=1,  // Open and Close

  };

//--- input parameters

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

input ushort   InpTrailingStop      = 25;          // Trailing Stop (min distance from price to Stop Loss, in pips

input ushort   InpTrailingStep      = 5;           // Trailing Step, in pips (1.00045-1.00055=1 pips)

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

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

//---

input ushort   InpMinCandleSize     = 55;          // Minimum candle size, in pips (1.00045-1.00055=1 pips)

input ushort   InpIndent            = 5;           // Indent, in pips (1.00045-1.00055=1 pips)

input ENUM_PRICE InpPrice           = high_low;    // Type price:

input bool     InpPositionReversal  = true;        // Position reversal at Stop loss

//---

input bool     InpPrintLog          = false;       // Print log

input ulong    InpMagic             = 55870090;    // Magic number

//---

ulong  ExtSlippage=10;              // Slippage



double ExtMinCandleSize = 0.0;      // Minimum candle size  -> double

double ExtIndent        = 0.0;      // Indent               -> double

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

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



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



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

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

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

bool     ExtNeedDeleteAll=false;             // delete all pending orders

bool     ExtWaitingPendingOrder=false;       // waiting for a pending order

//--- B0:B8:0 B0:0O: 4;O ?>78F89 65AB:> >BA;568205< @57C;LB0B,

//---    0 >B;>65==K5 >@45@0 (5A;8 ?@>H;0 ?@>25@:0 ?> A?@54C)

//---    ?@>AB> 2KAB@5;8205< 8 >1=C;O5< <0AA82K AB@C:BC@

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

//| Structure Need Positions                                         |

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

struct STRUCT_NEED_POSITION

  {

   ENUM_POSITION_TYPE pos_type;              // position type

   double            volume;                 // position volume (if "0.0" -> the lot is "Money management")

   double            lot_coefficient;        // lot coefficient

   double            stop_loss;              // position stop loss, in pips * ExtAdjustedPoint (if "0.0" -> the ExtStopLoss)

   double            take_profit;            // position take profit, in pips * ExtAdjustedPoint (if "0.0" -> the ExtTakeProfit)

   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

   ulong             magic;                  // magic

   //--- Constructor

                     STRUCT_NEED_POSITION()

     {

      pos_type                   = WRONG_VALUE;

      volume                     = 0.0;

      lot_coefficient            = 0.0;

      stop_loss                  = 0.0;

      take_profit                = 0.0;

      waiting_transaction        = false;

      waiting_order_ticket       = 0;

      transaction_confirmed      = false;

      magic                      = 0;

     }

  };

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

//| Structure Need Pending                                           |

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

struct STRUCT_NEED_PENDING

  {

   ENUM_ORDER_TYPE   pending_type;           // pending type

   double            volume;                 // volume

   double            price;                  // price

   double            stop_loss;              // stop loss

   double            take_profit;            // take profit

   ulong             magic;                  // magic

   //--- Constructor

                     STRUCT_NEED_PENDING()

     {

      pending_type               = WRONG_VALUE;

      volume                     = 0.0;

      price                      = 0.0;

      stop_loss                  = 0.0;

      take_profit                = 0.0;

      magic                      = 0;

     }

  };

STRUCT_NEED_POSITION SNeedPosition[];

STRUCT_NEED_PENDING SNeedPending[];

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

//| 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(__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

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

        {

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

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//---

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

      return(INIT_FAILED);

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(InpMagic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   m_trade.SetDeviationInPoints(ExtSlippage);

//--- tuning for 3 or 5 digits

   int digits_adjust=1;

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

      digits_adjust=10;

   ExtAdjustedPoint=m_symbol.Point()*digits_adjust;



   ExtMinCandleSize  = InpMinCandleSize   * ExtAdjustedPoint;

   ExtIndent         = InpIndent          * ExtAdjustedPoint;

   ExtTrailingStop   = InpTrailingStop    * ExtAdjustedPoint;

   ExtTrailingStep   = InpTrailingStep    * ExtAdjustedPoint;

//--- 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(__FUNCTION__,", ERROR: ",err_text);

            return(INIT_FAILED);

           }

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

           {

            Alert(__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("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),Period(),m_symbol.Point()*digits_adjust))

               return(INIT_FAILED);

            m_money.Percent(InpVolumeLotOrRisk);

           }

         else

           {

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

            return(INIT_FAILED);

           }

        }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   if(m_money!=NULL)

      delete m_money;

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

   if(ExtNeedDeleteAll)

     {

      if(IsPendingOrdersExists())

        {

         double level;

         if(FreezeStopsLevels(level))

           {

            DeleteAllPendingOrders(level);

            return;

           }

         else

            return;

        }

      else

         ExtNeedDeleteAll=false;

     }

//---

   int size_need_position=ArraySize(SNeedPosition);

   if(size_need_position>0)

     {

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

        {

         if(SNeedPosition[i].waiting_transaction)

           {

            if(!SNeedPosition[i].transaction_confirmed)

              {

               Print("transaction_confirmed: ",SNeedPosition[i].transaction_confirmed);

               return;

              }

            else

               if(SNeedPosition[i].transaction_confirmed)

                 {

                  ArrayRemove(SNeedPosition,i,1);

                  return;

                 }

           }

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

           {

            double level;

            if(FreezeStopsLevels(level))

              {

               SNeedPosition[i].waiting_transaction=true;

               OpenPosition(i,POSITION_TYPE_BUY,

                            SNeedPosition[i].volume,SNeedPosition[i].lot_coefficient,

                            level,SNeedPosition[i].magic);

              }

            return;

           }

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

           {

            double level;

            if(FreezeStopsLevels(level))

              {

               SNeedPosition[i].waiting_transaction=true;

               OpenPosition(i,POSITION_TYPE_SELL,

                            SNeedPosition[i].volume,SNeedPosition[i].lot_coefficient,

                            level,SNeedPosition[i].magic);

              }

            return;

           }

        }

     }

//---

   int size_need_pending=ArraySize(SNeedPending);

   if(size_need_pending>0)

     {

      if(!ExtWaitingPendingOrder)

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

           {

            double level;

            if(FreezeStopsLevels(level))

              {

               ExtWaitingPendingOrder=true;

               PlaceOrders(i,SNeedPending[i].pending_type,level,SNeedPending[i].magic);

              }

           }

      return;

     }

//---

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

     {

      datetime time_current=TimeCurrent();

      if(time_current-ExtLastTrailing>10)

        {

         double level;

         if(FreezeStopsLevels(level))

            Trailing(level);

         else

            return;

         ExtLastTrailing=time_current;

        }

     }

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

   datetime time_0=iTime(m_symbol.Name(),PERIOD_D1,0);

   if(time_0==ExtPrevBars)

      return;

   ExtPrevBars=time_0;

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

     {

      double level;

      if(FreezeStopsLevels(level))

         Trailing(level);

     }

//--- search for trading signals only at the time of the birth of new bar

   if(!RefreshRates())

     {

      ExtPrevBars=0;

      return;

     }

//--- search for trading signals

   if(!SearchTradingSignals())

     {

      ExtPrevBars=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)

     {

      long     deal_ticket       =0;

      long     deal_order        =0;

      long     deal_time         =0;

      long     deal_time_msc     =0;

      long     deal_type         =-1;

      long     deal_entry        =-1;

      long     deal_magic        =0;

      long     deal_reason       =-1;

      long     deal_position_id  =0;

      double   deal_volume       =0.0;

      double   deal_price        =0.0;

      double   deal_commission   =0.0;

      double   deal_swap         =0.0;

      double   deal_profit       =0.0;

      string   deal_symbol       ="";

      string   deal_comment      ="";

      string   deal_external_id  ="";

      if(HistoryDealSelect(trans.deal))

        {

         deal_ticket       =HistoryDealGetInteger(trans.deal,DEAL_TICKET);

         deal_order        =HistoryDealGetInteger(trans.deal,DEAL_ORDER);

         deal_time         =HistoryDealGetInteger(trans.deal,DEAL_TIME);

         deal_time_msc     =HistoryDealGetInteger(trans.deal,DEAL_TIME_MSC);

         deal_type         =HistoryDealGetInteger(trans.deal,DEAL_TYPE);

         deal_entry        =HistoryDealGetInteger(trans.deal,DEAL_ENTRY);

         deal_magic        =HistoryDealGetInteger(trans.deal,DEAL_MAGIC);

         deal_reason       =HistoryDealGetInteger(trans.deal,DEAL_REASON);

         deal_position_id  =HistoryDealGetInteger(trans.deal,DEAL_POSITION_ID);



         deal_volume       =HistoryDealGetDouble(trans.deal,DEAL_VOLUME);

         deal_price        =HistoryDealGetDouble(trans.deal,DEAL_PRICE);

         deal_commission   =HistoryDealGetDouble(trans.deal,DEAL_COMMISSION);

         deal_swap         =HistoryDealGetDouble(trans.deal,DEAL_SWAP);

         deal_profit       =HistoryDealGetDouble(trans.deal,DEAL_PROFIT);



         deal_symbol       =HistoryDealGetString(trans.deal,DEAL_SYMBOL);

         deal_comment      =HistoryDealGetString(trans.deal,DEAL_COMMENT);

         deal_external_id  =HistoryDealGetString(trans.deal,DEAL_EXTERNAL_ID);

        }

      else

         return;

      ENUM_DEAL_ENTRY enum_deal_entry=(ENUM_DEAL_ENTRY)deal_entry;

      if(deal_symbol==m_symbol.Name() && deal_magic==InpMagic)

        {

         if(deal_type==DEAL_TYPE_BUY || deal_type==DEAL_TYPE_SELL)

           {

            int size_need_position=ArraySize(SNeedPosition);

            if(size_need_position>0)

              {

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

                 {

                  if(SNeedPosition[i].waiting_transaction)

                     if(SNeedPosition[i].waiting_order_ticket==deal_order)

                       {

                        Print(__FUNCTION__," Transaction confirmed");

                        SNeedPosition[i].transaction_confirmed=true;

                        break;

                       }

                 }

              }

            if(deal_entry==DEAL_ENTRY_IN)

               ExtNeedDeleteAll=true;

            if(deal_reason==DEAL_REASON_SL && (deal_commission+deal_swap+deal_profit)<0.0)

              {

               if(HistorySelectByPosition(deal_position_id))

                  if(HistoryOrdersTotal()>1)

                    {

                     ulong ticket            = HistoryOrderGetTicket(0);

                     double order_stop_loss  = HistoryOrderGetDouble(ticket,ORDER_SL);

                     double order_take_profit= HistoryOrderGetDouble(ticket,ORDER_TP);

                     size_need_position=ArraySize(SNeedPosition);

                     ArrayResize(SNeedPosition,size_need_position+1);

                     if(deal_type==DEAL_TYPE_BUY)

                       {

                        SNeedPosition[size_need_position].pos_type=POSITION_TYPE_BUY;

                        SNeedPosition[size_need_position].stop_loss=order_take_profit;

                        SNeedPosition[size_need_position].take_profit=deal_price+(order_stop_loss-order_take_profit);

                       }

                     else

                       {

                        SNeedPosition[size_need_position].pos_type=POSITION_TYPE_SELL;

                        SNeedPosition[size_need_position].stop_loss=order_take_profit;

                        SNeedPosition[size_need_position].take_profit=deal_price-(order_take_profit-order_stop_loss);

                       }

                     SNeedPosition[size_need_position].magic=InpMagic;

                    }

              }

           }

        }

     }

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates(void)

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

      Print("RefreshRates error");

      return(false);

     }

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

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

  {

//--- calculate maximum volume

   double volume=NormalizeDouble(lots,2);

   double stepvol=m_symbol.LotsStep();

   if(stepvol>0.0)

      volume=stepvol*MathFloor(volume/stepvol);

//---

   double minvol=m_symbol.LotsMin();

   if(volume<minvol)

      volume=0.0;

//---

   double maxvol=m_symbol.LotsMax();

   if(volume>maxvol)

      volume=maxvol;

   return(volume);

  }

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

//| Check Freeze and Stops levels                                    |

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

bool FreezeStopsLevels(double &level)

  {

//--- check Freeze and Stops levels

   /*

      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



      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

   */

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

      return(false);

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

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

   if(freeze_level==0.0)

      freeze_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;

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

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

   if(stop_level==0.0)

      stop_level=(m_symbol.Ask()-m_symbol.Bid())*3.0;



   if(freeze_level<=0.0 || stop_level<=0.0)

      return(false);



   level=(freeze_level>stop_level)?freeze_level:stop_level;



   double spread=m_symbol.Spread()*ExtAdjustedPoint;

   level=(level>spread)?level:spread;

//---

   return(true);

  }

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

//| Open position                                                    |

//|   double stop_loss                                               |

//|      -> pips * ExtAdjustedPoint (if "0.0" -> the ExtStopLoss)    |

//|   double take_profit                                             |

//|      -> pips * ExtAdjustedPoint (if "0.0" -> the ExtTakeProfit)  |

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

void OpenPosition(const int index_in_structure,const ENUM_POSITION_TYPE pos_type,

                  const double volume,const double lot_coefficient,

                  const double level,const ulong magic)

  {

   /*

      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(pos_type==POSITION_TYPE_BUY)

     {

      double sl=SNeedPosition[index_in_structure].stop_loss;

      if(sl!=0.0 && m_symbol.Bid()-sl<level)

         sl=m_symbol.Bid()-level;



      double tp=SNeedPosition[index_in_structure].take_profit;

      if(tp!=0.0 && tp-m_symbol.Ask()<level)

         tp=m_symbol.Ask()+level;



      OpenBuy(index_in_structure,volume,lot_coefficient,sl,tp,magic);

     }

//--- sell

   if(pos_type==POSITION_TYPE_SELL)

     {

      double sl=SNeedPosition[index_in_structure].stop_loss;

      if(sl!=0.0 && sl-m_symbol.Ask()<level)

         sl=m_symbol.Ask()+level;



      double tp=SNeedPosition[index_in_structure].take_profit;

      if(tp!=0.0 && m_symbol.Bid()-tp<level)

         tp=m_symbol.Bid()-level;



      OpenSell(index_in_structure,volume,lot_coefficient,sl,tp,magic);

     }

  }

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

//| Open Buy position                                                |

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

void OpenBuy(const int index_in_structure,const double volume,

             const double lot_coefficient,double sl,double tp,

             const ulong magic)

  {

   m_trade.SetExpertMagicNumber(magic);

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double long_lot=0.0;

   if(volume>0.0)

      long_lot=volume;

   else

     {

      if(InpLotOrRisk==risk)

        {

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

         if(InpPrintLog)

            Print("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(SNeedPosition,index_in_structure,1);

            if(InpPrintLog)

               Print(__FUNCTION__,", ERROR: method 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(SNeedPosition,index_in_structure,1);

               return;

              }

     }

   if(lot_coefficient>0.0)

     {

      long_lot=LotCheck(long_lot*lot_coefficient);

      if(long_lot==0)

        {

         ArrayRemove(SNeedPosition,index_in_structure,1);

         if(InpPrintLog)

            Print(__FUNCTION__,", ERROR: LotCheck returned the 0.0");

         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(SNeedPosition,index_in_structure,1);

         Print("#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_SELL,long_lot,m_symbol.Bid());

   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

              {

               SNeedPosition[index_in_structure].waiting_transaction=true;

               SNeedPosition[index_in_structure].waiting_order_ticket=m_trade.ResultOrder();

              }

            else

              {

               SNeedPosition[index_in_structure].waiting_transaction=false;

               if(InpPrintLog)

                  Print("#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)

              {

               SNeedPosition[index_in_structure].waiting_transaction=true;

               SNeedPosition[index_in_structure].waiting_order_ticket=m_trade.ResultOrder();

              }

            else

              {

               SNeedPosition[index_in_structure].waiting_transaction=false;

               if(InpPrintLog)

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

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

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         SNeedPosition[index_in_structure].waiting_transaction=false;

         if(InpPrintLog)

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

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

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      ArrayRemove(SNeedPosition,index_in_structure,1);

      if(InpPrintLog)

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

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(const int index_in_structure,const double volume,

              const double lot_coefficient,double sl,double tp,

              const ulong magic)

  {

   m_trade.SetExpertMagicNumber(magic);

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double short_lot=0.0;

   if(volume>0.0)

      short_lot=volume;

   else

     {

      if(InpLotOrRisk==risk)

        {

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

         if(InpPrintLog)

            Print("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(SNeedPosition,index_in_structure,1);

            if(InpPrintLog)

               Print(__FUNCTION__,", ERROR: method 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(SNeedPosition,index_in_structure,1);

               return;

              }

     }

   if(lot_coefficient>0.0)

     {

      short_lot=LotCheck(short_lot*lot_coefficient);

      if(short_lot==0)

        {

         ArrayRemove(SNeedPosition,index_in_structure,1);

         if(InpPrintLog)

            Print(__FUNCTION__,", ERROR: LotCheck returned the 0.0");

         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(SNeedPosition,index_in_structure,1);

         Print("#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

              {

               SNeedPosition[index_in_structure].waiting_transaction=true;

               SNeedPosition[index_in_structure].waiting_order_ticket=m_trade.ResultOrder();

              }

            else

              {

               SNeedPosition[index_in_structure].waiting_transaction=false;

               if(InpPrintLog)

                  Print("#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)

              {

               SNeedPosition[index_in_structure].waiting_transaction=true;

               SNeedPosition[index_in_structure].waiting_order_ticket=m_trade.ResultOrder();

              }

            else

              {

               SNeedPosition[index_in_structure].waiting_transaction=false;

               if(InpPrintLog)

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

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

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         SNeedPosition[index_in_structure].waiting_transaction=false;

         if(InpPrintLog)

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

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

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      ArrayRemove(SNeedPosition,index_in_structure,1);

      if(InpPrintLog)

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

      return;

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)

  {

   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());

  }

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

//| Get value of buffers                                             |

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

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

                 const int count,double &arr_buffer[])

  {

   bool result=true;

   if(!ArrayIsDynamic(arr_buffer))

     {

      Print("This a no dynamic array!");

      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

      PrintFormat("Failed to copy data from the indicator, error code %d",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(const double stop_level)

  {

   /*

      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

   */

   if(InpTrailingStop==0)

      return;

   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.Ask();

            //---

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(price_current-price_open>ExtTrailingStop+ExtTrailingStep)

                  if(stop_loss<price_current-(ExtTrailingStop+ExtTrailingStep))

                     if(ExtTrailingStop>=stop_level && (take_profit-bid>=stop_level || take_profit==0.0))

                       {

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

                                                   m_symbol.NormalizePrice(price_current-ExtTrailingStop),

                                                   take_profit))

                           Print("Modify BUY ",m_position.Ticket(),

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

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

                        RefreshRates();

                        m_position.SelectByIndex(i);

                        PrintResultModify(m_trade,m_symbol,m_position);

                        continue;

                       }

              }

            else

              {

               if(price_open-price_current>ExtTrailingStop+ExtTrailingStep)

                  if((stop_loss>(price_current+(ExtTrailingStop+ExtTrailingStep))) || (stop_loss==0))

                     if(ExtTrailingStop>=stop_level && ask-take_profit>=stop_level)

                       {

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

                                                   m_symbol.NormalizePrice(price_current+ExtTrailingStop),

                                                   take_profit))

                           Print("Modify SELL ",m_position.Ticket(),

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

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

                        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,const double level)

  {

   /*

      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

   */

   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()>=level) || m_position.TakeProfit()==0.0;

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

                  if(take_profit_level && stop_loss_level)

                     m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

                 }

               if(m_position.PositionType()==POSITION_TYPE_SELL)

                 {

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

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

                  if(take_profit_level && stop_loss_level)

                     m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

                 }

              }

  }

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

//| 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() && m_position.Magic()==InpMagic)

           {

            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)

  {

   MqlDateTime STimeCurrent,SStartTime,SStopTime;

   datetime time_current=TimeCurrent();

   TimeToStruct(time_current,STimeCurrent);



   SStartTime=STimeCurrent;

   SStartTime.min=0;

   SStartTime.sec=0;

   datetime start_time=StructToTime(SStartTime);



   SStopTime=STimeCurrent;

   SStopTime.min=0;

   SStopTime.sec=9;

   datetime stop_time=StructToTime(SStopTime);



   int session=-1;

   if(STimeCurrent.hour==0)

      session=1;



   if(session==-1)

      return(true);



   int count_buy_stops   = 0;

   int count_sell_stops  = 0;

   CalculateAllPendingOrdersInTime(count_buy_stops,count_sell_stops,

                                   start_time,stop_time);

   if(count_buy_stops==0 || count_sell_stops==0)

     {

      MqlRates rates[];

      ArraySetAsSeries(rates,true);

      int start_pos=0,count=6;

      if(CopyRates(m_symbol.Name(),PERIOD_D1,start_pos,count,rates)!=count)

         return(false);



      if(count_buy_stops==0)

        {

         /*

                  pending_type               = WRONG_VALUE;

                  volume                     = 0.0;

                  price                      = 0.0;

                  stop_loss                  = 0.0;

                  take_profit                = 0.0;

                  magic                      = 0;

         */

         int size_need_pending=ArraySize(SNeedPending);

         ArrayResize(SNeedPending,size_need_pending+1);

         SNeedPending[size_need_pending].pending_type=ORDER_TYPE_BUY_STOP;

         if(InpPrice==high_low)

           {

            SNeedPending[size_need_pending].price=rates[1].high;

            SNeedPending[size_need_pending].stop_loss=rates[1].low;

            SNeedPending[size_need_pending].take_profit=rates[1].high+(rates[1].high-rates[1].low);

           }

         else

           {

            if(rates[1].open>rates[1].close)

              {

               SNeedPending[size_need_pending].price=rates[1].open;

               SNeedPending[size_need_pending].stop_loss=rates[1].close;

               SNeedPending[size_need_pending].take_profit=rates[1].open+(rates[1].open-rates[1].close);

              }

            else

              {

               SNeedPending[size_need_pending].price=rates[1].close;

               SNeedPending[size_need_pending].stop_loss=rates[1].open;

               SNeedPending[size_need_pending].take_profit=rates[1].close+(rates[1].close-rates[1].open);

              }

           }

         SNeedPending[size_need_pending].magic=InpMagic;

        }

      if(count_sell_stops==0)

        {

         int size_need_pending=ArraySize(SNeedPending);

         ArrayResize(SNeedPending,size_need_pending+1);

         SNeedPending[size_need_pending].pending_type=ORDER_TYPE_SELL_STOP;

         if(InpPrice==high_low)

           {

            SNeedPending[size_need_pending].price=rates[1].low;

            SNeedPending[size_need_pending].stop_loss=rates[1].high;

            SNeedPending[size_need_pending].take_profit=rates[1].low-(rates[1].high-rates[1].low);

           }

         else

           {

            if(rates[1].open>rates[1].close)

              {

               SNeedPending[size_need_pending].price=rates[1].close;

               SNeedPending[size_need_pending].stop_loss=rates[1].open;

               SNeedPending[size_need_pending].take_profit=rates[1].close-(rates[1].open-rates[1].close);

              }

            else

              {

               SNeedPending[size_need_pending].price=rates[1].open;

               SNeedPending[size_need_pending].stop_loss=rates[1].close;

               SNeedPending[size_need_pending].take_profit=rates[1].open-(rates[1].close-rates[1].open);

              }

           }

         SNeedPending[size_need_pending].magic=InpMagic;

        }

     }

//---

   return(true);

  }

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

//| Delete all pending orders                                        |

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

void DeleteAllPendingOrders(const double level)

  {

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

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

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

           {

            if(m_order.OrderType()==ORDER_TYPE_BUY_LIMIT)

              {

               if(m_symbol.Ask()-m_order.PriceOpen()>=level)

                  m_trade.OrderDelete(m_order.Ticket());

               continue;

              }

            if(m_order.OrderType()==ORDER_TYPE_BUY_STOP)

              {

               if(m_order.PriceOpen()-m_symbol.Ask()>=level)

                  m_trade.OrderDelete(m_order.Ticket());

               continue;

              }

            if(m_order.OrderType()==ORDER_TYPE_SELL_LIMIT)

              {

               if(m_order.PriceOpen()-m_symbol.Bid()>=level)

                  m_trade.OrderDelete(m_order.Ticket());

               continue;

              }

            if(m_order.OrderType()==ORDER_TYPE_SELL_STOP)

              {

               if(m_symbol.Bid()-m_order.PriceOpen()>=level)

                  m_trade.OrderDelete(m_order.Ticket());

               continue;

              }

           }

  }

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

//| Is pendinf orders exists                                         |

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

bool IsPendingOrdersExists(void)

  {

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

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

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

            return(true);

//---

   return(false);

  }

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

//| Place Orders                                                     |

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

void PlaceOrders(const int index_in_structure,const ENUM_ORDER_TYPE order_type,

                 const double level,const ulong magic)

  {

//--- check Freeze and Stops levels

   /*

      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



      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 price=0.0,sl=0.0,tp=0.0;

//--- buy stop

   if(order_type==ORDER_TYPE_BUY_STOP)

     {

      price=SNeedPending[index_in_structure].price;

      if(price-m_symbol.Ask()<level) // check price

         price=m_symbol.Ask()+level;



      sl=SNeedPending[index_in_structure].stop_loss;

      if(sl!=0.0 && price-sl<level)// check sl

         sl=price-level;



      tp=SNeedPending[index_in_structure].take_profit;

      if(tp!=0.0 && tp-price<level) // check price

         tp=price+level;



      PendingOrder(ORDER_TYPE_BUY_STOP,price,sl,tp,magic);

      ArrayRemove(SNeedPending,index_in_structure,1);

      ExtWaitingPendingOrder=false;

     }

//--- sell stop

   if(order_type==ORDER_TYPE_SELL_STOP)

     {

      price=SNeedPending[index_in_structure].price;

      if(m_symbol.Bid()-price<level) // check price

         price=m_symbol.Bid()-level;



      sl=SNeedPending[index_in_structure].stop_loss;

      if(sl!=0.0 && sl-price<level) // check sl

         sl=price+level;



      tp=SNeedPending[index_in_structure].take_profit;

      if(tp!=0.0 && price-tp<level) // check tp

         tp=price-level;



      PendingOrder(ORDER_TYPE_SELL_STOP,price,sl,tp,magic);

      ArrayRemove(SNeedPending,index_in_structure,1);

      ExtWaitingPendingOrder=false;

     }

  }

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

//| Pending order                                                    |

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

bool PendingOrder(const ENUM_ORDER_TYPE order_type,double price,

                  double sl,double tp,const ulong magic)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);

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

   ENUM_ORDER_TYPE check_order_type=-1;

   switch(order_type)

     {

      case  ORDER_TYPE_BUY:

         check_order_type=ORDER_TYPE_BUY;

         break;

      case ORDER_TYPE_SELL:

         check_order_type=ORDER_TYPE_SELL;

         break;

      case ORDER_TYPE_BUY_LIMIT:

         check_order_type=ORDER_TYPE_BUY;

         break;

      case ORDER_TYPE_SELL_LIMIT:

         check_order_type=ORDER_TYPE_SELL;

         break;

      case ORDER_TYPE_BUY_STOP:

         check_order_type=ORDER_TYPE_BUY;

         break;

      case ORDER_TYPE_SELL_STOP:

         check_order_type=ORDER_TYPE_SELL;

         break;

      default:

         return(false);

         break;

     }

//---

   double long_lot=0.0;

   double short_lot=0.0;

   if(InpLotOrRisk==risk)

     {

      bool error=false;

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

      if(InpPrintLog)

         Print("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)

        {

         if(InpPrintLog)

            Print(__FUNCTION__,", ERROR: method CheckOpenLong returned the value of \"0.0\"");

         error=true;

        }

      //---

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

      if(InpPrintLog)

         Print("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)

        {

         if(InpPrintLog)

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

         error=true;

        }

      //---

      if(error)

         return(false);

     }

   else

      if(InpLotOrRisk==lot)

        {

         long_lot=InpVolumeLotOrRisk;

         short_lot=InpVolumeLotOrRisk;

        }

      else

         if(InpLotOrRisk==lots_min)

           {

            long_lot=m_symbol.LotsMin();

            short_lot=m_symbol.LotsMin();

           }

         else

            return(false);

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

   double check_price=0;

   double check_lot=0;

   if(check_order_type==ORDER_TYPE_BUY)

     {

      check_price=m_symbol.Ask();

      check_lot=long_lot;

     }

   else

     {

      check_price=m_symbol.Bid();

      check_lot=short_lot;

     }

//---

   if(m_symbol.LotsLimit()>0.0)

     {

      double volume_buys        = 0.0;

      double volume_sells       = 0.0;

      double volume_buy_limits  = 0.0;

      double volume_sell_limits = 0.0;

      double volume_buy_stops   = 0.0;

      double volume_sell_stops  = 0.0;

      CalculateAllVolumes(volume_buys,volume_sells,

                          volume_buy_limits,volume_sell_limits,

                          volume_buy_stops,volume_sell_stops);

      if(volume_buys+volume_sells+

         volume_buy_limits+volume_sell_limits+

         volume_buy_stops+volume_sell_stops+check_lot>m_symbol.LotsLimit())

        {

         if(InpPrintLog)

            Print("#0 ,",EnumToString(order_type),", ",

                  "Volume Buy's (",DoubleToString(volume_buys,2),")",

                  "Volume Sell's (",DoubleToString(volume_sells,2),")",

                  "Volume Buy limit's (",DoubleToString(volume_buy_limits,2),")",

                  "Volume Sell limit's (",DoubleToString(volume_sell_limits,2),")",

                  "Volume Buy stops's (",DoubleToString(volume_buy_stops,2),")",

                  "Volume Sell stops's (",DoubleToString(volume_sell_stops,2),")",

                  "Check lot (",DoubleToString(check_lot,2),")",

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

         return(false);

        }

     }

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

   double free_margin_check= m_account.FreeMarginCheck(m_symbol.Name(),check_order_type,check_lot,check_price);

   double margin_check     = m_account.MarginCheck(m_symbol.Name(),check_order_type,check_lot,price);

   if(free_margin_check>margin_check)

     {

      if(m_trade.OrderOpen(m_symbol.Name(),order_type,check_lot,0.0,

                           m_symbol.NormalizePrice(price),m_symbol.NormalizePrice(sl),m_symbol.NormalizePrice(tp)))

        {

         if(m_trade.ResultOrder()==0)

           {

            if(InpPrintLog)

               Print("#1 ",EnumToString(order_type)," -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

            return(false);

           }

         else

           {

            if(InpPrintLog)

               Print("#2 ",EnumToString(order_type)," -> true. Result Retcode: ",m_trade.ResultRetcode(),

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

            return(true);

           }

        }

      else

        {

         if(InpPrintLog)

            Print("#3 ",EnumToString(order_type)," -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

         return(false);

        }

     }

   else

     {

      if(InpPrintLog)

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

      return(false);

     }

//---

   return(false);

  }

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

//| Calculate all volumes                                            |

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

void CalculateAllVolumes(double &volumne_buys,double &volumne_sells,

                         double &volumne_buy_limits,double &volumne_sell_limits,

                         double &volumne_buy_stops,double &volumne_sell_stops)

  {

   volumne_buys         = 0.0;

   volumne_sells        = 0.0;

   volumne_buy_limits   = 0.0;

   volumne_sell_limits  = 0.0;

   volumne_buy_stops    = 0.0;

   volumne_sell_stops   = 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)

               volumne_buys+=m_position.Volume();

            else

               if(m_position.PositionType()==POSITION_TYPE_SELL)

                  volumne_sells+=m_position.Volume();

           }



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

      if(m_order.SelectByIndex(i)) // selects the pending order by index for further access to its properties

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

           {

            if(m_order.OrderType()==ORDER_TYPE_BUY_LIMIT)

               volumne_buy_limits+=m_order.VolumeInitial();

            else

               if(m_order.OrderType()==ORDER_TYPE_SELL_LIMIT)

                  volumne_sell_limits+=m_order.VolumeInitial();

               else

                  if(m_order.OrderType()==ORDER_TYPE_BUY_STOP)

                     volumne_buy_stops+=m_order.VolumeInitial();

                  else

                     if(m_order.OrderType()==ORDER_TYPE_SELL_STOP)

                        volumne_sell_stops+=m_order.VolumeInitial();

           }

  }

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

//| 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);

  }

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

//| Close all positions                                              |

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

void CloseAllPositions(const double level)

  {

   /*

      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

   */

   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()==POSITION_TYPE_BUY)

              {

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

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

               if(take_profit_level && stop_loss_level)

                  m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

              }

            if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

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

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

               if(take_profit_level && stop_loss_level)

                  m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

              }

           }

  }

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

//| Calculate all pending orders                                     |

//|   start_time <= TimeSetup && TimeSetup < stop_time               |

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

void CalculateAllPendingOrdersInTime(int &count_buy_stops,int &count_sell_stops,

                                     const datetime start_time,const datetime stop_time)

  {

   count_buy_stops   = 0;

   count_sell_stops  = 0;



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

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

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

            if(start_time<=m_order.TimeSetup() && m_order.TimeSetup()<stop_time)

              {

               if(m_order.OrderType()==ORDER_TYPE_BUY_STOP)

                  count_buy_stops++;

               else

                  if(m_order.OrderType()==ORDER_TYPE_SELL_STOP)

                     count_sell_stops++;

              }

  }

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

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