iRSI Pending Limit Grid

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

//|                                      iRSI Pending Limit Grid.mq5 |

//|                              Copyright © 2019, Vladimir Karputov |

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

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

#property copyright "Copyright © 2019, Vladimir Karputov"

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

#property version   "1.000"

/*

   barabashkakvn Trading engine 3.101

*/

#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 Lot 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 Lot coefficient                                             |

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

enum ENUM_LOT_COEFF

  {

   profit=0,   // Profit

   loss=1,     // Loss

  };

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

//| Enum Take profit type                                            |

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

enum ENUM_TAKE_PROFIT

  {

   standart=0, // Standard

   none=1,     // NONE

  };

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

//| Enum Stop loss type                                              |

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

enum ENUM_STOP_LOSS

  {

   standard=0, // Standard

   breakeven=1,// Breakeven

  };

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

//| Enum Strategy type                                               |

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

enum ENUM_STRATEGY

  {

   in=0,       // IN

   out=1,      // OUT

   inside=2,   // INSIDE

  };

//--- input parameters

input ushort   InpPendingExpiration = 600;         // Pending: Expiration (in minutes, minimum 15)

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

input ushort   InpMaxSpread         = 12;          // Pending: Maximum spread, in points (1.00045-1.00055=10 points)

//--- Lot

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

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

input double   InpLotCoeff          = 1.6;         // Lot coefficient ("1.0" -> off "Lot coefficient: Type")

input ENUM_LOT_COEFF InpLotCoeffType= loss;        // Lot coefficient: Type

//--- Take Profit

input ushort   InpTakeProfit        = 65;          // Take Profit, in pips (1.00045-1.00055=1 pips)

input ENUM_TAKE_PROFIT InpTakeProfitType=standart; // Take Profit: Type

//--- Stop Loss

input ushort   InpStopLoss          = 65;          // Stop Loss, in pips (1.00045-1.00055=1 pips)

input ENUM_STOP_LOSS InpStopLossType=breakeven;    // Stop Loss: Type

input ushort   InpStopLossBreakeven = 15;          // Stop loss: Breakeven, in pips (1.00045-1.00055=1 pips)

//--- Strategy

input ENUM_STRATEGY InpStrategy     = in;          // Strategy: Type

//--- RSI Custom Smoothing 3

input uchar             InpCurrentBar        = 1;              // Current Bar

input int               Inp_RSI_Period       = 7;              // Averaging Period

input color             Inp_RSI_Color        = clrDodgerBlue;  // Color line

input int               Inp_RSI_Width        = 1;              // Width

input int               Inp_RSI_Level_Down   = 35.0;           // Value Level Down

input double            Inp_RSI_Level_Up     = 65.0;           // Value Level Up

input bool              InpUseSmoothing      = true;           // Use Smoothing

input ENUM_MA_METHOD    InpSmoothMethod      = MODE_EMA;       // Smoothing type

input int               InpSmootPeriod       = 3;              // Smoothing Period

//---

input ulong    InpDeviation         = 10;          // Deviation, in points (1.00045-1.00055=10 points)

//---

input bool     InpPrintLog          = false;       // Print log

input ulong    InpMagic             = 200;         // Magic number

//---

double m_pending_indent          = 0.0;      // Pending: Indent         -> double

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

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

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

double m_breakeven               = 0.0;      // Breakeven               -> double



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



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

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

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

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)

   //--- Constructor

                     STRUCT_PENDING()

     {

      pending_type               = WRONG_VALUE;

      volume                     = 0.0;

      price                      = 0.0;

      stop_loss                  = 0.0;

      take_profit                = 0.0;

     }

  };

STRUCT_PENDING SPending[];

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

//| Expert initialization function                                   |

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

int OnInit()

  {

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

     {

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

      return(INIT_FAILED);

     }

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(InpMagic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   m_trade.SetDeviationInPoints(InpDeviation);

//--- tuning for 3 or 5 digits

   int digits_adjust=1;

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

      digits_adjust=10;

   m_adjusted_point=m_symbol.Point()*digits_adjust;



   m_pending_indent        = InpPendingIndent         * m_adjusted_point;

   m_max_spread            = InpMaxSpread             * m_symbol.Point();

   m_stop_loss             = InpStopLoss              * m_adjusted_point;

   m_take_profit           = InpTakeProfit            * m_adjusted_point;

   m_breakeven             = InpStopLossBreakeven     * m_adjusted_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),Period(),m_symbol.Point()*digits_adjust))

              {

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

               return(INIT_FAILED);

              }

            m_money.Percent(InpVolumeLotOrRisk);

           }

         else

           {

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

            return(INIT_FAILED);

           }

        }

//--- create handle of the indicator iCustom

   handle_iCustom=iCustom(m_symbol.Name(),Period(),"RSI Custom Smoothing 3",

                          Inp_RSI_Period,

                          Inp_RSI_Color,

                          Inp_RSI_Width,

                          Inp_RSI_Level_Down,

                          Inp_RSI_Level_Up,

                          InpUseSmoothing,

                          InpSmoothMethod,

                          InpSmootPeriod);

//--- if the handle is not created

   if(handle_iCustom==INVALID_HANDLE)

     {

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

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

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early

      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()

  {

   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--)

           {

            double level;

            double adjusted_point=0;

            if(FreezeStopsLevels(level))

              {

               m_waiting_pending_order=true;

               PlaceOrders(i,level);

              }

           }

      return;

     }

//---

   datetime time_current=TimeCurrent();

   if(time_current-m_last_calculate>10)

     {

      int count_buys=0;

      int count_sells=0;

      CalculateAllPositions(count_buys,count_sells);



      if(count_buys>1 || count_sells>1)

        {

         double level;

         if(FreezeStopsLevels(level))

            ModifyTakeProfit(level);

         else

            return;

         if(InpStopLossType==breakeven)

           {

            if(FreezeStopsLevels(level))

               ModifyStopLoss(level);

            else

               return;

           }

        }

      m_last_calculate=time_current;

     }

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

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

   if(time_0==m_prev_bars)

      return;

   m_prev_bars=time_0;

//--- 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)

     {

      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)

           {

            if(deal_entry==DEAL_ENTRY_IN)

              {



              }

           }

        }

     }

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates()

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

      if(InpPrintLog)

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

      return(false);

     }

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

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

     {

      if(InpPrintLog)

         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                                    |

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

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()*m_adjusted_point;

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

//---

   return(true);

  }

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

//| 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());

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

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

         "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)

         Print(__FILE__," ",__FUNCTION__,", ERROR: ","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(__FILE__," ",__FUNCTION__,", ERROR: ","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.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>=stop_level && (take_profit-bid>=stop_level || 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>=stop_level && ask-take_profit>=stop_level)

                        {

                         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);

                           }

                        }

               }

            }*/

  }

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

//| Modify Take Profit                                               |

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

void ModifyTakeProfit(const double stop_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();

            double new_take_profit=0.0;

            //---

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(InpTakeProfitType==standart)

                 {

                  if(take_profit>0.0)

                     continue;

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

                 }

               else

                 {

                  new_take_profit=0.0;

                 }

               if(!CompareDoubles(take_profit,new_take_profit,m_symbol.Digits()))

                 {

                  if((new_take_profit-bid>=stop_level || new_take_profit==0.0))

                    {

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

                                                stop_loss,

                                                m_symbol.NormalizePrice(new_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(InpTakeProfitType==standart)

                 {

                  if(take_profit>0.0)

                     continue;

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

                 }

               else

                 {

                  new_take_profit=0.0;

                 }

               if(!CompareDoubles(take_profit,new_take_profit,m_symbol.Digits()))

                 {

                  if((ask-new_take_profit>=stop_level || new_take_profit==0.0))

                    {

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

                                                stop_loss,

                                                m_symbol.NormalizePrice(new_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);

                       }

                     continue;

                    }

                 }

              }

           }

  }

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

//| Modify Stop Loss                                                 |

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

void ModifyStopLoss(const double stop_level)

  {

   if(InpStopLossType==standard)

      return;

   double net_price_buy=0.0;

   double net_price_sell=0.0;

   CalculationNetPrice(net_price_buy,net_price_sell);



   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(net_price_buy==0.0)

                  continue;

               if(!CompareDoubles(net_price_buy,stop_loss,m_symbol.Digits()))

                 {

                  if(bid-net_price_buy>=stop_level)

                    {

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

                                                m_symbol.NormalizePrice(net_price_buy),

                                                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(net_price_sell==0.0)

                  continue;

               if(!CompareDoubles(net_price_sell,stop_loss,m_symbol.Digits()))

                 {

                  if(net_price_sell-ask>=stop_level)

                    {

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

                                                m_symbol.NormalizePrice(net_price_sell),

                                                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);

                       }

                     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()));

  }

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

//| 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)

  {

   double rsi[];

   ArraySetAsSeries(rsi,true);

   int start_pos=0,count=InpCurrentBar+3;

//---

   if(!iGetArray(handle_iCustom,0,start_pos,count,rsi))

      return(false);



   if(InpStrategy==in)

     {

      /*

      !83=0; "BUY":

         RSI #Current Bar+1 > Value Level Down && RSI #Current Bar < Value Level Down

      !83=0; "SELL":

         RSI #Current Bar+1 < Value Level Up && RSI #Current Bar+1 > Value Level Up

      */

      int size_need_pending=ArraySize(SPending);

      if(rsi[InpCurrentBar+1]>Inp_RSI_Level_Down && rsi[InpCurrentBar]<Inp_RSI_Level_Down)

        {

         ArrayResize(SPending,size_need_pending+1);

         SPending[size_need_pending].pending_type=ORDER_TYPE_BUY_LIMIT;

         if(InpPrintLog)

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

         return(true);

        }

      if(rsi[InpCurrentBar+1]<Inp_RSI_Level_Up && rsi[InpCurrentBar]>Inp_RSI_Level_Up)

        {

         ArrayResize(SPending,size_need_pending+1);

         SPending[size_need_pending].pending_type=ORDER_TYPE_SELL_LIMIT;

         if(InpPrintLog)

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

         return(true);

        }

     }

   if(InpStrategy==out)

     {

      /*

      !83=0; "BUY":

         RSI #Current Bar+1 < Value Level Down && RSI #Current Bar > Value Level Down

      !83=0; "SELL":

         RSI #Current Bar+1 > Value Level Up && RSI #Current Bar+1 <  Value Level Up

      */

      int size_need_pending=ArraySize(SPending);

      if(rsi[InpCurrentBar+1]<Inp_RSI_Level_Down && rsi[InpCurrentBar]>Inp_RSI_Level_Down)

        {

         ArrayResize(SPending,size_need_pending+1);

         SPending[size_need_pending].pending_type=ORDER_TYPE_BUY_LIMIT;

         if(InpPrintLog)

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

         return(true);

        }

      if(rsi[InpCurrentBar+1]>Inp_RSI_Level_Up && rsi[InpCurrentBar]<Inp_RSI_Level_Up)

        {

         ArrayResize(SPending,size_need_pending+1);

         SPending[size_need_pending].pending_type=ORDER_TYPE_SELL_LIMIT;

         if(InpPrintLog)

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

         return(true);

        }

     }

   if(InpStrategy==inside)

     {

      /*

      !83=0; "BUY":

         RSI #Current Bar < Value Level Down

      !83=0; "SELL":

         RSI #Current Bar > Value Level Up

      */

      int size_need_pending=ArraySize(SPending);

      if(rsi[InpCurrentBar]<Inp_RSI_Level_Down)

         if(rsi[InpCurrentBar+1]<Inp_RSI_Level_Down && rsi[InpCurrentBar]>Inp_RSI_Level_Down)

           {

            ArrayResize(SPending,size_need_pending+1);

            SPending[size_need_pending].pending_type=ORDER_TYPE_BUY_LIMIT;

            if(InpPrintLog)

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

            return(true);

           }

      if(rsi[InpCurrentBar]>Inp_RSI_Level_Up)

        {

         ArrayResize(SPending,size_need_pending+1);

         SPending[size_need_pending].pending_type=ORDER_TYPE_SELL_LIMIT;

         if(InpPrintLog)

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

         return(true);

        }

     }

//---

   return(true);

  }

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

//| Place Orders                                                     |

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

void PlaceOrders(const int index,const 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

   */

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

   if(spread>m_max_spread)

     {

      m_waiting_pending_order=false;

      return;

     }

//---

   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((SPending[index].pending_type==ORDER_TYPE_BUY_LIMIT && (volume_sells>0 || volume_sell_limits>0.0)) ||

      (SPending[index].pending_type==ORDER_TYPE_SELL_LIMIT && (volume_buys>0 || volume_buy_limits>0.0)))

     {

      ArrayRemove(SPending,index,1);

      m_waiting_pending_order=false;

      return;

     }

//--- buy limit

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

     {

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

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

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

      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<level)

            sl=SPending[index].price-level;



      double tp=0.0;



      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)

     {

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

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

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

      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<level)

            sl=SPending[index].price+level;



      double tp=0.0;



      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);

//--- 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(InpLotCoeff!=1.0)

     {

      double profit_all_positions=ProfitAllPositions();

      if((InpLotCoeffType==profit && profit_all_positions>0.0) || (InpLotCoeffType==loss && profit_all_positions<0.0))

        {

         check_lot=LotCheck(check_lot*InpLotCoeff,m_symbol);

         if(check_lot==0.0)

           {

            if(InpPrintLog)

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

            return(false);

           }

        }

     }

//---

   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)

     {

      datetime time_expiration=TimeCurrent()+InpPendingExpiration*60;

      if(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))

        {

         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();

           }

  }

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

//| 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);

  }

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

//| Profit all positions                                             |

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

double ProfitAllPositions(void)

  {

   double profit=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)

            profit+=m_position.Commission()+m_position.Swap()+m_position.Profit();

//---

   return(profit);

  }

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

//| Calculate all positions Buy and Sell                             |

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

void CalculateAllPositions(int &count_buys,int &count_sells)

  {

   count_buys=0;

   count_sells=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++;



            if(m_position.PositionType()==POSITION_TYPE_SELL)

               count_sells++;

           }

//---

   return;

  }

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

//| Compare doubles                                                  |

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

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

  {

   digits--;

   if(digits<0)

      digits=0;

   if(NormalizeDouble(number1-number2,digits)==0)

      return(true);

   else

      return(false);

  }

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

//| Calculation Net Price                                            |

//| Formula for \"Breakeven\" is provided                            |

//|  Andrei Fandeev https://www.mql5.com/ru/users/andreifan"         |

//|  in: https://www.mql5.com/ru/forum/220911/page2#comment_6105972" |

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

void CalculationNetPrice(double &net_price_buy,double &net_price_sell)

  {

   double total_price_multiply_volume_buy    = 0.0;

   double total_volume_buy                   = 0.0;

   net_price_buy                             = 0.0;



   double total_price_multiply_volume_sell   = 0.0;

   double total_volume_sell                  = 0.0;

   net_price_sell                            = 0.0;



   int total=PositionsTotal();

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

     {

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

         break;

      if(m_position.Symbol()==Symbol())

        {

         if(m_position.PositionType()==POSITION_TYPE_BUY)

           {

            total_price_multiply_volume_buy+=m_position.PriceOpen()*m_position.Volume();

            total_volume_buy+=m_position.Volume();

           }

         else

           {

            total_price_multiply_volume_sell+=m_position.PriceOpen()*m_position.Volume();

            total_volume_sell+=m_position.Volume();

           }

        }

     }

//---

   if(total_price_multiply_volume_buy!=0 && total_volume_buy!=0)

      net_price_buy=total_price_multiply_volume_buy/total_volume_buy;



   if(total_price_multiply_volume_sell!=0 && total_volume_sell!=0)

      net_price_sell=total_price_multiply_volume_sell/total_volume_sell;

//---

   return;

  }

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