DeGrid

//+------------------------------------------------------------------+
//|                                                       DeGrid.mq4 |
//|                                  Copyright 2020, Maxim Kuznetsov |
//|                                          https://www.luxtrade.tk |
//+------------------------------------------------------------------+
#property copyright "Copyright 2020, Maxim Kuznetsov"
#property link      "https://www.luxtrade.tk"
#property description "Simple helper for close grid"
#property version   "1.00"
#property strict
//--- input parameters
input bool     CLOSE_GRID=false;
const int TimerSeconds=10;
int OnInit()
{
   return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason)
{
}

datetime LastTimerTime=0;
void OnTick()
{
   if (LastTimerTime==0 || LastTimerTime+TimerSeconds<=TimeLocal()) {
      OnTickTimer();
   }
}
void OnTickTimer()
{
   LastTimerTime=TimeLocal();
   int preventToCloseBuy=-1;
   int preventToCloseSell=-1;
   if (CheckGridForClose(_Symbol,preventToCloseBuy,preventToCloseSell)) {
      if (CLOSE_GRID) {
         DeGrid(_Symbol,preventToCloseBuy,preventToCloseSell);
      } else {
         PrintFormat("Grid %s should be close!!!",_Symbol);
         PlaySound("alert.wav");
      }
   }
}
bool CheckGridForClose(string symbol,int &bestTicketBuy,int &bestTicketSell)
{
//   int bestTicket=-1;
   double bestProfit[2]={0};
   double bestPrice[2]={0};
   int bestTicket[2]={-1,-1};
   int count[2]={0};
   double sumProfit[2]={0};
   
   bestPrice[OP_BUY]=DBL_MAX;
   bestPrice[OP_SELL]=DBL_MIN;
   bestTicketBuy=-1;
   bestTicketSell=-1;
   for(int pos=OrdersTotal()-1;pos>=0;pos--) {
      if (!OrderSelect(pos,SELECT_BY_POS,MODE_TRADES)) continue;
      if (OrderSymbol()!=symbol) continue;
      if (OrderCloseTime()!=0) continue;
      int type=OrderType();
      if (type!=OP_BUY && type!=OP_SELL) continue;
      double profit=OrderProfit()+OrderCommission()+OrderSwap();
      if ( (type==OP_BUY && OrderOpenPrice()<bestPrice[type]) ||
         (type==OP_SELL && OrderOpenPrice()>bestPrice[type])) {
         bestTicket[type]=OrderTicket();
         bestPrice[type]=OrderOpenPrice();
         bestProfit[type]=profit;
      }
      sumProfit[type]+=profit;
      count[type]++;
   }
   bool ret=false;
   if (count[OP_BUY]>1 && sumProfit[OP_BUY]-bestProfit[OP_BUY]>=0) {
      ret=true;
      bestTicketBuy=bestTicket[OP_BUY];
   }
   if (count[OP_SELL]>1 && sumProfit[OP_SELL]-bestProfit[OP_SELL]>=0) {
      ret=true;
      bestTicketBuy=bestTicket[OP_SELL];
   }
   return ret;
}
void DeGrid(string symbol,int preventToCloseBuy,int preventToCloseSell)
{
   for(int pos=OrdersTotal()-1;pos>=0;pos--) {
      if (!OrderSelect(pos,SELECT_BY_POS,MODE_TRADES)) continue;
      if (OrderSymbol()!=symbol) continue;
      if (OrderCloseTime()!=0) continue;
      int type=OrderType();
      int ticket=OrderTicket();
      double lots=OrderLots();
      if (type!=OP_BUY && type!=OP_SELL) continue;
      if (type==OP_BUY && (preventToCloseBuy==-1 || ticket==preventToCloseBuy)) continue;
      if (type==OP_SELL && (preventToCloseSell==-1 || ticket==preventToCloseSell)) continue;
      for(int attempt=0;attempt<3;attempt++) {
         if (!OrderClose(ticket,lots,(type==OP_BUY?Bid:Ask),5)) {
            Sleep(50);
            RefreshRates();
         }
      }
   }      
}