iMA Pending Type

Author: Copyright © 2020, Vladimir Karputov
Price Data Components
Series array that contains tick volumes of each bar
Orders Execution
Checks for the total of open ordersIt can change open orders parameters, due to possible stepping strategy
Indicators Used
Moving average indicator
Miscellaneous
It issuies visual alerts to the screen
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iMA Pending Type
ÿþ//+------------------------------------------------------------------+

//|                                             iMA Pending Type.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   "1.000"

/*

   barabashkakvn Trading engine 3.143

*/

#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;                   // 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

COrderInfo     m_order;                      // object of COrderInfo 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

  };

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

//| 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 Pending order type                                          |

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

enum ENUM_PENDING_ORDER_TYPE

  {

   limit=0,    // LIMIT

   stop=1,     // STOP

  };

//--- input parameters

input group             "Trading settings"

input ENUM_TIMEFRAMES      InpWorkingPeriod=PERIOD_CURRENT; // Working timeframe

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

input uint     InpStopLoss          = 300;         // Stop Loss

input uint     InpTakeProfit        = 600;         // Take Profit

input uint     InpTrailingStop      = 250;         // Positions: Trailing Stop (min distance from price to Stop Loss)

input uint     InpTrailingStep      = 50;          // Positions: 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             "MA"

input int                  Inp_MA_ma_period     = 12;          // MA: averaging period

input int                  Inp_MA_ma_shift      = 0;           // MA: horizontal shift

input ENUM_MA_METHOD       Inp_MA_ma_method     = MODE_SMA;    // MA: smoothing type

input ENUM_APPLIED_PRICE   Inp_MA_applied_price = PRICE_CLOSE; // MA: type of price

input group             "Pending Order Parameters"

input ENUM_PENDING_ORDER_TYPE InpMABelowPrice   = stop;        // MA below price, Pending type ...

input ENUM_PENDING_ORDER_TYPE InpMAAbovePrice   = limit;       // MA above price, Pending type ...

input ushort   InpPendingExpiration = 0;           // Pending: Expiration, in minutes ('0' -> OFF)

input uint     InpPendingMaxSpread  = 30;          // Pending: Maximum spread

input bool     InpPendingOnlyOne    = true;        // Pending: Only one pending

input bool     InpPendingClosePrevious=false;      // Pending: New pending -> delete previous ones

input group             "Additional features"

input bool     InpOnlyOne           = false;       // Positions: Only one (New positions -> delete pending orders)

input bool     InpPrintLog          = true;        // Print log

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

input ulong    InpDeviation         = 10;          // Deviation

input ulong    InpMagic             = 148513200;   // 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

double   m_max_spread               = 0.0;      // Pending: Maximum spread    -> double



int      handle_iMA;                            // variable for storing the handle of the iMA indicator



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

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;

bool     m_need_delete_all          = false;    // delete all pending orders

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

//--- ***

//---    and pending orders (if the spread was verified)

//---    just shoot and zero out the arrays of structures

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

//| Structurt Pending                                                |

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

struct STRUCT_PENDING

  {

   ENUM_ORDER_TYPE   pending_type;           // pending order type

   double            volume;                 // pending order volume

   double            price;                  // pending order price

   double            stop_loss;              // pending order stop loss, in pips * m_adjusted_point (if "0.0" -> the m_stop_loss)

   double            take_profit;            // pending order take profit, in pips * m_adjusted_point (if "0.0" -> the m_take_profit)

   double            indent;                 // pending indent, in pips * m_adjusted_point

   long              expiration;             // expiration (extra time)

   //--- Constructor

                     STRUCT_PENDING()

     {

      pending_type               = WRONG_VALUE;

      volume                     = 0.0;

      price                      = 0.0;

      stop_loss                  = 0.0;

      take_profit                = 0.0;

      indent                     = 0.0;

      expiration                 = 0;

     }

  };

STRUCT_PENDING SPending[];

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

//| 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();

//---

   if(InpPendingExpiration>0)

     {

      int exp_type=(int)SYMBOL_EXPIRATION_SPECIFIED;

      int expiration=(int)m_symbol.TradeTimeFlags();

      if((expiration&exp_type)!=exp_type)

        {

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

                         "0 A8<2>;5 "+m_symbol.Name()+" =5;L7O 7040BL !@>: 8AB5G5=8O 4;O >B;>65==>3> >@45@0!":

                         "On the symbol "+m_symbol.Name()+" you can not set the expiration date for a pending order!";

         //--- 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);

           }

        }

     }

//---

   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;

      m_max_spread               = InpPendingMaxSpread         * 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();

      m_max_spread               = InpPendingMaxSpread         * 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 iMA

   handle_iMA=iMA(m_symbol.Name(),InpWorkingPeriod,Inp_MA_ma_period,Inp_MA_ma_shift,

                  Inp_MA_ma_method,Inp_MA_applied_price);

//--- if the handle is not created

   if(handle_iMA==INVALID_HANDLE)

     {

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

      PrintFormat("Failed to create handle of the iMA 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=1;

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   if(m_money!=NULL)

      delete m_money;

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   if(m_need_delete_all)

     {

      if(IsPendingOrdersExists())

        {

         DeleteAllPendingOrders();

         return;

        }

      else

         m_need_delete_all=false;

     }

//---

   int size_need_pending=ArraySize(SPending);

   if(size_need_pending>0)

     {

      if(!m_waiting_pending_order)

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

           {

            m_waiting_pending_order=true;

            PlaceOrders(i);

           }

      return;

     }

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

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

   if(time_0==m_prev_bars)

      return;

   m_prev_bars=time_0;

//--- trailing only at the time of the birth of new bar

   TrailingPositions();

   TrailingPending();

//--- 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)

               if(InpOnlyOne)

                  m_need_delete_all=true;

           }

        }

     }

  }

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

//| 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;

  }

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

//| 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 TrailingPositions()

  {

   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);

                          }

                       }

              }

           }

  }

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

//| Trailing                                                         |

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

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

void TrailingPending(void)

  {

   double freeze=0.0,stops=0.0;

   FreezeStopsLevels(freeze,stops);

//---

   double array_ma[];

   MqlRates rates[];

   ArraySetAsSeries(array_ma,true);

   int start_pos=0,count=3;

   if(!iGetArray(handle_iMA,0,start_pos,count,array_ma) || CopyRates(m_symbol.Name(),InpWorkingPeriod,start_pos,count,rates)!=count)

      return;

//---

   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)

           {

            ENUM_ORDER_TYPE_TIME type_time= m_order.TypeTime();

            double price_current          = m_order.PriceCurrent();

            double price_open             = m_order.PriceOpen();

            double stop_loss              = m_order.StopLoss();

            double take_profit            = m_order.TakeProfit();

            double ask                    = m_symbol.Ask();

            double bid                    = m_symbol.Bid();

            datetime expiration           = m_order.TimeExpiration();

            //---

            if(m_order.OrderType()==ORDER_TYPE_BUY_LIMIT)

              {

               if(array_ma[m_bar_current]<rates[m_bar_current].low)

                  if(rates[m_bar_current].low<m_symbol.Bid())

                     if(m_symbol.Ask()-array_ma[m_bar_current]>stops)

                        if(!CompareDoubles(price_open,array_ma[m_bar_current],m_symbol.Digits()))

                          {

                           //--- sell limit

                           double new_price=array_ma[m_bar_current];

                           double new_stop_loss=(m_stop_loss==0.0)?0.0:new_price-m_stop_loss;

                           double new_take_profit=(m_take_profit==0.0)?0.0:new_price+m_take_profit;

                           //---

                           if(!m_trade.OrderModify(m_order.Ticket(),m_symbol.NormalizePrice(new_price),

                                                   m_symbol.NormalizePrice(new_stop_loss),

                                                   m_symbol.NormalizePrice(new_take_profit),

                                                   type_time,expiration))

                              if(InpPrintLog)

                                 Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.OrderModify ",m_order.Ticket());

                          }

               continue;

              }

            //---

            if(m_order.OrderType()==ORDER_TYPE_SELL_LIMIT)

              {

               if(array_ma[m_bar_current]>rates[m_bar_current].high)

                  if(rates[m_bar_current].high>m_symbol.Ask())

                     if(array_ma[m_bar_current]-m_symbol.Bid()>stops)

                        if(!CompareDoubles(price_open,array_ma[m_bar_current],m_symbol.Digits()))

                          {

                           //--- buy limit

                           double new_price=array_ma[m_bar_current];

                           double new_stop_loss=(m_stop_loss==0.0)?0.0:new_price+m_stop_loss;

                           double new_take_profit=(m_take_profit==0.0)?0.0:new_price-m_take_profit;

                           //---

                           if(!m_trade.OrderModify(m_order.Ticket(),m_symbol.NormalizePrice(new_price),

                                                   m_symbol.NormalizePrice(new_stop_loss),

                                                   m_symbol.NormalizePrice(new_take_profit),

                                                   type_time,expiration))

                              if(InpPrintLog)

                                 Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.OrderModify ",m_order.Ticket());

                          }

               continue;

              }

            //---

            if(m_order.OrderType()==ORDER_TYPE_BUY_STOP)

              {

               if(array_ma[m_bar_current]>rates[m_bar_current].high)

                  if(rates[m_bar_current].high>m_symbol.Ask())

                     if(array_ma[m_bar_current]-m_symbol.Ask()>stops)

                        if(!CompareDoubles(price_open,array_ma[m_bar_current],m_symbol.Digits()))

                          {

                           //--- buy limit

                           double new_price=array_ma[m_bar_current];

                           double new_stop_loss=(m_stop_loss==0.0)?0.0:new_price-m_stop_loss;

                           double new_take_profit=(m_take_profit==0.0)?0.0:new_price+m_take_profit;

                           //---

                           if(!m_trade.OrderModify(m_order.Ticket(),m_symbol.NormalizePrice(new_price),

                                                   m_symbol.NormalizePrice(new_stop_loss),

                                                   m_symbol.NormalizePrice(new_take_profit),

                                                   type_time,expiration))

                              if(InpPrintLog)

                                 Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.OrderModify ",m_order.Ticket());

                          }

               continue;

              }

            //---

            if(m_order.OrderType()==ORDER_TYPE_SELL_STOP)

              {

               if(array_ma[m_bar_current]<rates[m_bar_current].low)

                  if(rates[m_bar_current].low<m_symbol.Bid())

                     if(m_symbol.Bid()-array_ma[m_bar_current]>stops)

                        if(!CompareDoubles(price_open,array_ma[m_bar_current],m_symbol.Digits()))

                          {

                           //--- sell limit

                           double new_price=array_ma[m_bar_current];

                           double new_stop_loss=(m_stop_loss==0.0)?0.0:new_price+m_stop_loss;

                           double new_take_profit=(m_take_profit==0.0)?0.0:new_price-m_take_profit;

                           //---

                           if(!m_trade.OrderModify(m_order.Ticket(),m_symbol.NormalizePrice(new_price),

                                                   m_symbol.NormalizePrice(new_stop_loss),

                                                   m_symbol.NormalizePrice(new_take_profit),

                                                   type_time,expiration))

                              if(InpPrintLog)

                                 Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.OrderModify ",m_order.Ticket());

                          }

               continue;

              }

           }

  }

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

//| 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(m_prev_bars==m_last_deal_in) // on one bar - only one deal

      return(true);

   if(m_need_delete_all)

      return(true);

   if(InpPendingOnlyOne)

      if(IsPendingOrdersExists())

         return(true);

//--- get a trading signal

   double array_ma[];

   MqlRates rates[];

   ArraySetAsSeries(array_ma,true);

   int start_pos=0,count=3;

   if(!iGetArray(handle_iMA,0,start_pos,count,array_ma) || CopyRates(m_symbol.Name(),InpWorkingPeriod,start_pos,count,rates)!=count)

      return(false);

//---

   if(array_ma[m_bar_current]<rates[m_bar_current].low)

      if(rates[m_bar_current].low<m_symbol.Bid())

        {

         if(InpPendingClosePrevious)   // if there is a trading signal

            m_need_delete_all=true;

         int size_need_pending=ArraySize(SPending);

         ArrayResize(SPending,size_need_pending+1);

         SPending[size_need_pending].pending_type     = (InpMABelowPrice==limit)?ORDER_TYPE_BUY_LIMIT:ORDER_TYPE_SELL_STOP;

         SPending[size_need_pending].price            = array_ma[m_bar_current];

         if(InpPendingExpiration>0)

            SPending[size_need_pending].expiration=(long)(InpPendingExpiration*60);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", OK: ","Signal ",EnumToString(SPending[size_need_pending].pending_type));

        }

//---

   if(array_ma[m_bar_current]>rates[m_bar_current].high)

      if(rates[m_bar_current].high>m_symbol.Ask())

        {

         if(InpPendingClosePrevious)   // if there is a trading signal

            m_need_delete_all=true;

         int size_need_pending=ArraySize(SPending);

         ArrayResize(SPending,size_need_pending+1);

         SPending[size_need_pending].pending_type     = (InpMAAbovePrice==limit)?ORDER_TYPE_SELL_LIMIT:ORDER_TYPE_BUY_STOP;

         SPending[size_need_pending].price            = array_ma[m_bar_current];

         if(InpPendingExpiration>0)

            SPending[size_need_pending].expiration=(long)(InpPendingExpiration*60);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", OK: ","Signal ",EnumToString((ENUM_ORDER_TYPE)InpMABelowPrice));

        }

//---

   return(true);

  }

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

//| Delete all pending orders                                        |

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

void DeleteAllPendingOrders(void)

  {

   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=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()>=freeze)

                  if(!m_trade.OrderDelete(m_order.Ticket()))

                     if(InpPrintLog)

                        Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.OrderDelete ",m_order.Ticket());

               continue;

              }

            if(m_order.OrderType()==ORDER_TYPE_BUY_STOP)

              {

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

                  if(!m_trade.OrderDelete(m_order.Ticket()))

                     if(InpPrintLog)

                        Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.OrderDelete ",m_order.Ticket());

               continue;

              }

            if(m_order.OrderType()==ORDER_TYPE_SELL_LIMIT)

              {

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

                  if(!m_trade.OrderDelete(m_order.Ticket()))

                     if(InpPrintLog)

                        Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.OrderDelete ",m_order.Ticket());

               continue;

              }

            if(m_order.OrderType()==ORDER_TYPE_SELL_STOP)

              {

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

                  if(!m_trade.OrderDelete(m_order.Ticket()))

                     if(InpPrintLog)

                        Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.OrderDelete ",m_order.Ticket());

               continue;

              }

           }

  }

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

//| Is pending 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)

  {

   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

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

   */

   double spread=m_symbol.Ask()-m_symbol.Bid();

   if(spread>m_max_spread)

     {

      m_waiting_pending_order=false;

      if(InpPrintLog)

         Print(__FILE__," ",__FUNCTION__,

               ", ERROR: ","Spread Ask-Bid (",DoubleToString(spread,m_symbol.Digits()),")",

               " > Maximum spread (",DoubleToString(m_max_spread,m_symbol.Digits()),")");

      return;

     }

   if(SPending[index].price==0.0)

     {

      ArrayRemove(SPending,index,1);

      m_waiting_pending_order=false;

      return;

     }

//--- buy limit

   if(SPending[index].pending_type==ORDER_TYPE_BUY_LIMIT)

     {

      if(m_symbol.Ask()-SPending[index].price<stops) // check price

         SPending[index].price=m_symbol.Ask()-stops;

      SPending[index].stop_loss=(m_stop_loss==0.0)?0.0:SPending[index].price-m_stop_loss;

      SPending[index].take_profit=(m_take_profit==0.0)?0.0:SPending[index].price+m_take_profit;

      double sl=SPending[index].stop_loss;

      if(sl<=0.0) // check sl

         sl=0.0;

      else

         if(SPending[index].price-sl<stops)

            sl=SPending[index].price-stops;

      double tp=SPending[index].take_profit;

      if(tp<=0.0) // check tp

         tp=0.0;

      else

         if(tp-SPending[index].price<stops)

            tp=SPending[index].price+stops;

      PendingOrder(index,sl,tp);

      ArrayRemove(SPending,index,1);

      m_waiting_pending_order=false;

      return;

     }

//--- sell limit

   if(SPending[index].pending_type==ORDER_TYPE_SELL_LIMIT)

     {

      if(SPending[index].price-m_symbol.Bid()<stops) // check price

         SPending[index].price=m_symbol.Bid()+stops;

      SPending[index].stop_loss=(m_stop_loss==0.0)?0.0:SPending[index].price+m_stop_loss;

      SPending[index].take_profit=(m_take_profit==0.0)?0.0:SPending[index].price-m_take_profit;

      double sl=SPending[index].stop_loss;

      if(sl<=0.0) // check sl

         sl=0.0;

      else

         if(sl-SPending[index].price<stops)

            sl=SPending[index].price+stops;

      double tp=SPending[index].take_profit;

      if(tp<=0.0) // check tp

         tp=0.0;

      else

         if(SPending[index].price-tp<stops)

            tp=SPending[index].price-stops;

      PendingOrder(index,sl,tp);

      ArrayRemove(SPending,index,1);

      m_waiting_pending_order=false;

      return;

     }

//--- buy stop

   if(SPending[index].pending_type==ORDER_TYPE_BUY_STOP)

     {

      if(SPending[index].price-m_symbol.Ask()<stops) // check price

         SPending[index].price=m_symbol.Ask()+stops;

      SPending[index].stop_loss=(m_stop_loss==0.0)?0.0:SPending[index].price-m_stop_loss;

      SPending[index].take_profit=(m_take_profit==0.0)?0.0:SPending[index].price+m_take_profit;

      double sl=SPending[index].stop_loss;

      if(sl<=0.0)// check sl

         sl=0.0;

      else

         if(SPending[index].price-sl<stops)

            sl=SPending[index].price-stops;

      double tp=SPending[index].take_profit;

      if(tp<=0.0) // check tp

         tp=0.0;

      else

         if(tp-SPending[index].price<stops)

            tp=SPending[index].price+stops;

      PendingOrder(index,sl,tp);

      ArrayRemove(SPending,index,1);

      m_waiting_pending_order=false;

      return;

     }

//--- sell stop

   if(SPending[index].pending_type==ORDER_TYPE_SELL_STOP)

     {

      if(m_symbol.Bid()-SPending[index].price<stops) // check price

         SPending[index].price=m_symbol.Bid()-stops;

      SPending[index].stop_loss=(m_stop_loss==0.0)?0.0:SPending[index].price+m_stop_loss;

      SPending[index].take_profit=(m_take_profit==0.0)?0.0:SPending[index].price-m_take_profit;

      double sl=SPending[index].stop_loss;

      if(sl<=0.0) // check sl

         sl=0.0;

      else

         if(sl-SPending[index].price<stops)

            sl=SPending[index].price+stops;

      double tp=SPending[index].take_profit;

      if(tp<=0.0) // check tp

         tp=0.0;

      else

         if(SPending[index].price-tp<stops)

            tp=SPending[index].price-stops;

      PendingOrder(index,sl,tp);

      ArrayRemove(SPending,index,1);

      m_waiting_pending_order=false;

      return;

     }

  }

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

//| Pending order                                                    |

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

bool PendingOrder(const int index,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);

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

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

   ENUM_ORDER_TYPE check_order_type=-1;

   switch(SPending[index].pending_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(__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)

        {

         if(InpPrintLog)

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

         error=true;

        }

      //---

      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)

        {

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", ERROR: ","CMoneyFixedMargin.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(__FILE__," ",__FUNCTION__,", ERROR: ","#0 ,",EnumToString(SPending[index].pending_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 maximal number of allowed pending orders

   int account_limit_orders=m_account.LimitOrders();

   if(account_limit_orders>0)

     {

      int all_pending_orders=CalculateAllPendingOrders();

      /*

            there is 8,  and there will be  9 > restriction 10 -> OK

            there is 9,  and there will be 10 > restriction 10 -> OK

            there is 10, and there will be 11 > restriction 10 -> ERROR

      */

      if(all_pending_orders+1>account_limit_orders)

         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,SPending[index].price);

   if(free_margin_check>margin_check)

     {

      bool result=false;

      if(SPending[index].expiration>0)

        {

         datetime time_expiration=TimeCurrent()+(datetime)SPending[index].expiration;

         result=m_trade.OrderOpen(m_symbol.Name(),

                                  SPending[index].pending_type,check_lot,0.0,

                                  m_symbol.NormalizePrice(SPending[index].price),

                                  m_symbol.NormalizePrice(sl),

                                  m_symbol.NormalizePrice(tp),

                                  ORDER_TIME_SPECIFIED,

                                  time_expiration);

        }

      else

        {

         result=m_trade.OrderOpen(m_symbol.Name(),

                                  SPending[index].pending_type,check_lot,0.0,

                                  m_symbol.NormalizePrice(SPending[index].price),

                                  m_symbol.NormalizePrice(sl),

                                  m_symbol.NormalizePrice(tp));

        }

      if(result)

        {

         if(m_trade.ResultOrder()==0)

           {

            if(InpPrintLog)

               Print(__FILE__," ",__FUNCTION__,", ERROR: ","#1 ",EnumToString(SPending[index].pending_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(__FILE__," ",__FUNCTION__,", OK: ","#2 ",EnumToString(SPending[index].pending_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(__FILE__," ",__FUNCTION__,", ERROR: ","#3 ",EnumToString(SPending[index].pending_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(__FILE__," ",__FUNCTION__,", ERROR: 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(void)

  {

   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()==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 pending orders                                     |

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

int CalculateAllPendingOrders(void)

  {

   int count=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

         count++;

//---

   return(count);

  }

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

//| Compare doubles                                                  |

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

bool CompareDoubles(double number1,double number2,int digits)

  {

   if(MathAbs(NormalizeDouble(number1-number2,digits))<=m_symbol.Point())

      return(true);

   else

      return(false);

  }

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

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