gaps_v1

//+------------------------------------------------------------------+
//|                                                         gaps.mq4 |
//|                                                        SFK Corp. |
//+------------------------------------------------------------------+
#property copyright "SFK Corp."
#property link      ""
//---- input parameters
extern int    min_gapsize = 1;
extern double lotsize_gap = 0.2;
//----

int magic = 12345;
int cnt = 0;
datetime order_time = 0;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+

int TotalOpenOrders()
{
   cnt=OrdersTotal();
   int TotalOpenOrders = 0;
   
   if(cnt==0)
   {
      return(0);
   }
   else
   {
      for(;cnt>=0;cnt--)
      {
         RefreshRates();
         OrderSelect(cnt,SELECT_BY_POS);
         if(OrderMagicNumber()==magic)
         {
            TotalOpenOrders++;
         }
      }
   }
   return(TotalOpenOrders);
}





int start()
  {
/* 
 Thing to be done in future in this program to make it more efficient
 and more powerful:
   1. Make the dicission of the quantity of lots used according to 
      the scillators;
   2. This program will catch the gaps.
 Things to ware of:
   1. the spread;
   2. excuting the order not on the gap ends a little bit less.
*/
// Defining the variables to decide.
 //  Print("order time", order_time);
   double current_openprice = iOpen(Symbol(), PERIOD_M15, 0);
   double previous_highprice = iHigh(Symbol(), PERIOD_M15, 1);
   double previous_lowprice = iLow(Symbol(), PERIOD_M15, 1);
   double point_gap = MarketInfo(Symbol(), MODE_POINT);
   int spread_gap = MarketInfo(Symbol(), MODE_SPREAD);
   datetime current_time = iTime(Symbol(), PERIOD_M15, 0);
// catching the gap on sell upper gap
   if( ( current_openprice > previous_highprice + (min_gapsize + spread_gap)*point_gap && current_time != order_time ) &&  TotalOpenOrders() == 0)
     {
     double tp = previous_highprice + spread_gap*point_gap;
     
       double delta = MathAbs(tp - Bid);
       
       if ( delta < 0.00060 ) {
       
        delta = 0.00060 - delta;
        
        tp =  (previous_highprice + spread_gap*point_gap ) - delta ;
         
       }
     
     
       int ticket = OrderSend(Symbol(), OP_SELL, lotsize_gap, Bid, 0, 0, tp, "", magic, 0, Red);
       order_time = iTime(Symbol(), PERIOD_M15, 0);
     //  Print("I am inside (sell) :-)", order_time);
       //----
       if(ticket < 0)
         {
           Print("OrderSend failed with error #1", GetLastError());
           Print ("erro venda " +  Bid + " =>"  +  (previous_highprice + spread_gap*point_gap) );
         }
         else {
         
                Print ("ok venda " +  Bid + " =>"  +  (previous_highprice + spread_gap*point_gap) );
         }
     }
//catching the gap on buy down gap
   if(   (current_openprice < previous_lowprice - (min_gapsize + spread_gap)*point_gap && current_time != order_time) && TotalOpenOrders() == 0 )
     {
     
      double tp2 = previous_lowprice - spread_gap*point_gap;
      
      
      double delta2 = MathAbs(tp2 - Bid);
       
       if ( delta2 < 0.00060 ) {
       Print (" vai falhar ", delta2 );
       
       delta2 = 0.00060 - delta2;
       
       tp2 = (previous_lowprice - spread_gap*point_gap ) +delta2;
       
       //  Print (" vai falhar ", delta2 );
       }
      
       ticket = OrderSend(Symbol(), OP_BUY, lotsize_gap, Ask, 0, 0, tp2,"", magic, 0, Green);
       order_time = iTime(Symbol(), PERIOD_M15, 0);
   //    Print("I am inside (buy) :-)", order_time);
       if(ticket < 0)
         {
           Print("OrderSend failed with error #2", GetLastError());
           
           Print ( "erro  compra "  + Ask + " =>"  +  (previous_lowprice - spread_gap*point_gap) );
         }
         else {
         
         Print ( "ok  compra "  + Ask + " =>"  +  (previous_lowprice - spread_gap*point_gap) );
         }
     }
//----
   return(0);
  }
//+------------------------------------------------------------------+