Morning Rollback

Author: Copyright © 2019, Vladimir Karputov
Price Data Components
Series array that contains tick volumes of each bar Series array that contains open time of each bar
Miscellaneous
It issuies visual alerts to the screen
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Morning Rollback
ÿþ//+------------------------------------------------------------------+

//|                                             Morning Rollback.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 3.039

*/

#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

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

  };

//--- input parameters

input ushort   InpStopLoss          = 15;          // Stop Loss, in pips (1.00045-1.00055=1 pips)

input ushort   InpTakeProfit        = 46;          // Take Profit, in pips (1.00045-1.00055=1 pips)

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

input ushort   InpSignalsFrequency  = 9;           // Search signals, in seconds (< "10" -> only on a new bar)

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

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

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

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

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

//---

input ushort   InpChannelHeight     = 30;          // Channel Height, in pips (1.00045-1.00055=1 pips)

input ushort   InpRollback          = 10;          // Rollback, in pips (1.00045-1.00055=1 pips)

//---

input bool     InpOnlyOne           = false;       // Only one positions

input bool     InpReverse           = false;       // Reverse

input bool     InpCloseOpposite     = false;       // Close opposite

input bool     InpPrintLog          = false;       // Print log

input ulong    InpMagic             = 311272745;   // 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_channel_height = 0.0;      // Channel Height -> double

double m_rollback       = 0.0;      // Rollback       -> double



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

bool     m_need_close_all        = false;    //

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

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

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';

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

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

//| Structure Need Positions                                         |

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

struct STRUCT_NEED_POSITION

  {

   ENUM_POSITION_TYPE pos_type;              // position type

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

   double            lot_coefficient;        // lot coefficient

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

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

   bool              waiting_transaction;    // waiting transaction, "true" -> it's forbidden to trade, we expect a transaction

   ulong             waiting_order_ticket;   // waiting order ticket, ticket of the expected order

   bool              transaction_confirmed;  // transaction confirmed, "true" -> transaction confirmed

   //--- Constructor

                     STRUCT_NEED_POSITION()

     {

      pos_type                   = WRONG_VALUE;

      volume                     = 0.0;

      lot_coefficient            = 0.0;

      stop_loss                  = 0.0;

      take_profit                = 0.0;

      waiting_transaction        = false;

      waiting_order_ticket       = 0;

      transaction_confirmed      = false;

     }

  };

STRUCT_NEED_POSITION SNeedPosition[];

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

//| 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);

        }

     }

//---

   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_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_channel_height  = InpChannelHeight   * m_adjusted_point;

   m_rollback        = InpRollback        * 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);

           }

        }

//---

   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_close_all)

     {

      if(IsPositionExists())

        {

         double level;

         if(FreezeStopsLevels(level))

           {

            CloseAllPositions(level);

            return;

           }

         else

            return;

        }

      else

         m_need_close_all=false;

     }

//---

   int size_need_position=ArraySize(SNeedPosition);

   if(size_need_position>0)

     {

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

        {

         if(SNeedPosition[i].waiting_transaction)

           {

            if(!SNeedPosition[i].transaction_confirmed)

              {

               if(InpPrintLog)

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

               return;

              }

            else

               if(SNeedPosition[i].transaction_confirmed)

                 {

                  ArrayRemove(SNeedPosition,i,1);

                  return;

                 }

           }

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

           {

            if(InpCloseOpposite || InpOnlyOne)

              {

               int      count_buys           = 0;

               double   volume_buys          = 0.0;

               double   volume_biggest_buys  = 0.0;

               int      count_sells          = 0;

               double   volume_sells         = 0.0;

               double   volume_biggest_sells = 0.0;

               CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                                     count_sells,volume_sells,volume_biggest_sells);

               if(InpCloseOpposite)

                 {

                  if(count_sells>0)

                    {

                     double level;

                     if(FreezeStopsLevels(level))

                        ClosePositions(POSITION_TYPE_SELL,level);

                     return;

                    }

                 }

               if(InpOnlyOne)

                 {

                  if(count_buys+count_sells==0)

                    {

                     double level;

                     if(FreezeStopsLevels(level))

                       {

                        SNeedPosition[i].waiting_transaction=true;

                        OpenPosition(i,level);

                       }

                     return;

                    }

                  else

                     ArrayRemove(SNeedPosition,i,1);

                  return;

                 }

              }

            double level;

            if(FreezeStopsLevels(level))

              {

               SNeedPosition[i].waiting_transaction=true;

               OpenPosition(i,level);

              }

            return;

           }

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

           {

            if(InpCloseOpposite || InpOnlyOne)

              {

               int      count_buys           = 0;

               double   volume_buys          = 0.0;

               double   volume_biggest_buys  = 0.0;

               int      count_sells          = 0;

               double   volume_sells         = 0.0;

               double   volume_biggest_sells = 0.0;

               CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                                     count_sells,volume_sells,volume_biggest_sells);

               if(InpCloseOpposite)

                 {

                  if(count_buys>0)

                    {

                     double level;

                     if(FreezeStopsLevels(level))

                        ClosePositions(POSITION_TYPE_BUY,level);

                     return;

                    }

                 }

               if(InpOnlyOne)

                 {

                  if(count_buys+count_sells==0)

                    {

                     double level;

                     if(FreezeStopsLevels(level))

                       {

                        SNeedPosition[i].waiting_transaction=true;

                        OpenPosition(i,level);

                       }

                     return;

                    }

                  else

                     ArrayRemove(SNeedPosition,i,1);

                  return;

                 }

              }

            double level;

            if(FreezeStopsLevels(level))

              {

               SNeedPosition[i].waiting_transaction=true;

               OpenPosition(i,level);

              }

            return;

           }

        }

     }

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

     {

      datetime time_current=TimeCurrent();

      if(time_current-m_last_trailing>10)

        {

         double level;

         if(FreezeStopsLevels(level))

            Trailing(level);

         else

            return;

         m_last_trailing=time_current;

        }

     }

   if(InpSignalsFrequency>=10) // search for trading signals no more than once every 10 seconds

     {

      datetime time_current=TimeCurrent();

      if(time_current-m_last_signal>10)

        {

         //--- search for trading signals

         if(!RefreshRates())

           {

            m_prev_bars=0;

            return;

           }

         if(!SearchTradingSignals())

           {

            m_prev_bars=0;

            return;

           }

         m_last_signal=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;

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

     {

      double level;

      if(FreezeStopsLevels(level))

         Trailing(level);

     }

   if(InpSignalsFrequency<10) // 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)

           {

            int size_need_position=ArraySize(SNeedPosition);

            if(size_need_position>0)

              {

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

                 {

                  if(SNeedPosition[i].waiting_transaction)

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

                       {

                        Print(__FUNCTION__," Transaction confirmed");

                        SNeedPosition[i].transaction_confirmed=true;

                        break;

                       }

                 }

              }

            if(deal_entry==DEAL_ENTRY_IN)

              {

               datetime time[1];

               if(CopyTime(m_symbol.Name(),PERIOD_D1,0,1,time)==1)

                  m_last_deal_in=time[0];

              }

           }

        }

     }

  }

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

//| 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);

  }

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

//| Open position                                                    |

//|   double stop_loss                                               |

//|      -> pips * m_adjusted_point (if "0.0" -> the m_stop_loss)    |

//|   double take_profit                                             |

//|      -> pips * m_adjusted_point (if "0.0" -> the m_take_profit)  |

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

void OpenPosition(const int index,const double level)

  {

   /*

      Buying is done at the Ask price                 |  Selling is done at the Bid price

      ------------------------------------------------|----------------------------------

      TakeProfit        >= Bid                        |  TakeProfit        <= Ask

      StopLoss          <= Bid                        |  StopLoss          >= Ask

      TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

      Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

   */

//--- buy

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

     {

      double sl=SNeedPosition[index].stop_loss;

      if(sl<=0.0)

         sl=0.0;

      else

         if(m_symbol.Bid()-sl<level)

            sl=m_symbol.Bid()-level;



      double tp=SNeedPosition[index].take_profit;

      if(tp<=0.0)

         tp=0.0;

      else

         if(tp-m_symbol.Ask()<level)

            tp=m_symbol.Ask()+level;



      OpenBuy(index,sl,tp);

      return;

     }

//--- sell

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

     {

      double sl=SNeedPosition[index].stop_loss;

      if(sl<=0.0)

         sl=0.0;

      else

         if(sl-m_symbol.Ask()<level)

            sl=m_symbol.Ask()+level;



      double tp=SNeedPosition[index].take_profit;

      if(tp<=0.0)

         tp=0.0;

      else

         if(m_symbol.Bid()-tp<level)

            tp=m_symbol.Bid()-level;



      OpenSell(index,sl,tp);

      return;

     }

  }

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

//| Open Buy position                                                |

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

void OpenBuy(const int index,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double long_lot=0.0;

   if(SNeedPosition[index].volume>0.0)

      long_lot=SNeedPosition[index].volume;

   else

     {

      if(InpLotOrRisk==risk)

        {

         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)

           {

            ArrayRemove(SNeedPosition,index,1);

            if(InpPrintLog)

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

            return;

           }

        }

      else

         if(InpLotOrRisk==lot)

            long_lot=InpVolumeLotOrRisk;

         else

            if(InpLotOrRisk==lots_min)

               long_lot=m_symbol.LotsMin();

            else

              {

               ArrayRemove(SNeedPosition,index,1);

               return;

              }

     }

   if(SNeedPosition[index].lot_coefficient>0.0)

     {

      long_lot=LotCheck(long_lot*SNeedPosition[index].lot_coefficient,

                        m_symbol);

      if(long_lot==0)

        {

         ArrayRemove(SNeedPosition,index,1);

         if(InpPrintLog)

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

         return;

        }

     }



   if(m_symbol.LotsLimit()>0.0)

     {

      int      count_buys           = 0;

      double   volume_buys          = 0.0;

      double   volume_biggest_buys  = 0.0;

      int      count_sells          = 0;

      double   volume_sells         = 0.0;

      double   volume_biggest_sells = 0.0;

      CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                            count_sells,volume_sells,volume_biggest_sells);

      if(volume_buys+volume_sells+long_lot>m_symbol.LotsLimit())

        {

         ArrayRemove(SNeedPosition,index,1);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", ERROR: ","#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),

                  ") + Volume Sell (",DoubleToString(volume_sells,2),

                  ") + Volume long (",DoubleToString(long_lot,2),

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

         return;

        }

     }

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

   double free_margin_check=m_account.FreeMarginCheck(m_symbol.Name(),

                            ORDER_TYPE_BUY,

                            long_lot,

                            m_symbol.Ask());

   double margin_check=m_account.MarginCheck(m_symbol.Name(),

                       ORDER_TYPE_SELL,

                       long_lot,

                       m_symbol.Bid());

   if(free_margin_check>margin_check)

     {

      if(m_trade.Buy(long_lot,m_symbol.Name(),

                     m_symbol.Ask(),sl,tp)) // CTrade::Buy -> "true"

        {

         if(m_trade.ResultDeal()==0)

           {

            if(m_trade.ResultRetcode()==10009) // trade order went to the exchange

              {

               SNeedPosition[index].waiting_transaction=true;

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

              }

            else

              {

               SNeedPosition[index].waiting_transaction=false;

               if(InpPrintLog)

                  Print(__FILE__," ",__FUNCTION__,", ERROR: ","#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            if(m_trade.ResultRetcode()==10009)

              {

               SNeedPosition[index].waiting_transaction=true;

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

              }

            else

              {

               SNeedPosition[index].waiting_transaction=false;

               if(InpPrintLog)

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

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

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         SNeedPosition[index].waiting_transaction=false;

         if(InpPrintLog)

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

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

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      ArrayRemove(SNeedPosition,index,1);

      if(InpPrintLog)

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

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(const int index,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double short_lot=0.0;

   if(SNeedPosition[index].volume>0.0)

      short_lot=SNeedPosition[index].volume;

   else

     {

      if(InpLotOrRisk==risk)

        {

         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)

           {

            ArrayRemove(SNeedPosition,index,1);

            if(InpPrintLog)

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

            return;

           }

        }

      else

         if(InpLotOrRisk==lot)

            short_lot=InpVolumeLotOrRisk;

         else

            if(InpLotOrRisk==lots_min)

               short_lot=m_symbol.LotsMin();

            else

              {

               ArrayRemove(SNeedPosition,index,1);

               return;

              }

     }

   if(SNeedPosition[index].lot_coefficient>0.0)

     {

      short_lot=LotCheck(short_lot*SNeedPosition[index].lot_coefficient,m_symbol);

      if(short_lot==0)

        {

         ArrayRemove(SNeedPosition,index,1);

         if(InpPrintLog)

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

         return;

        }

     }

   if(m_symbol.LotsLimit()>0.0)

     {

      int      count_buys           = 0;

      double   volume_buys          = 0.0;

      double   volume_biggest_buys  = 0.0;

      int      count_sells          = 0;

      double   volume_sells         = 0.0;

      double   volume_biggest_sells = 0.0;

      CalculateAllPositions(count_buys,volume_buys,volume_biggest_buys,

                            count_sells,volume_sells,volume_biggest_sells);

      if(volume_buys+volume_sells+short_lot>m_symbol.LotsLimit())

        {

         ArrayRemove(SNeedPosition,index,1);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", ERROR: ","#0 Buy, Volume Buy (",DoubleToString(volume_buys,2),

                  ") + Volume Sell (",DoubleToString(volume_sells,2),

                  ") + Volume short (",DoubleToString(short_lot,2),

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

         return;

        }

     }

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

   double free_margin_check=m_account.FreeMarginCheck(m_symbol.Name(),

                            ORDER_TYPE_SELL,short_lot,m_symbol.Bid());

   double margin_check=m_account.MarginCheck(m_symbol.Name(),

                       ORDER_TYPE_SELL,short_lot,m_symbol.Bid());

   if(free_margin_check>margin_check)

     {

      if(m_trade.Sell(short_lot,m_symbol.Name(),

                      m_symbol.Bid(),sl,tp)) // CTrade::Sell -> "true"

        {

         if(m_trade.ResultDeal()==0)

           {

            if(m_trade.ResultRetcode()==10009) // trade order went to the exchange

              {

               SNeedPosition[index].waiting_transaction=true;

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

              }

            else

              {

               SNeedPosition[index].waiting_transaction=false;

               if(InpPrintLog)

                  Print(__FILE__," ",__FUNCTION__,", ERROR: ","#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

         else

           {

            if(m_trade.ResultRetcode()==10009)

              {

               SNeedPosition[index].waiting_transaction=true;

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

              }

            else

              {

               SNeedPosition[index].waiting_transaction=false;

               if(InpPrintLog)

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

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

              }

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         SNeedPosition[index].waiting_transaction=false;

         if(InpPrintLog)

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

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

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

        }

     }

   else

     {

      ArrayRemove(SNeedPosition,index,1);

      if(InpPrintLog)

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

      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());

   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                                             |

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

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

                 const int count,double &arr_buffer[])

  {

   bool result=true;

   if(!ArrayIsDynamic(arr_buffer))

     {

      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.Ask();

            //---

            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);

                          }

                       }

              }

           }

  }

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

//| Print CTrade result                                              |

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

void PrintResultModify(CTrade &trade,CSymbolInfo &symbol,CPositionInfo &position)

  {

   Print("File: ",__FILE__,", symbol: ",symbol.Name());

   Print("Code of request result: "+IntegerToString(trade.ResultRetcode()));

   Print("code of request result as a string: "+trade.ResultRetcodeDescription());

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

   Print("Order ticket: "+IntegerToString(trade.ResultOrder()));

   Print("Volume of deal or order: "+DoubleToString(trade.ResultVolume(),2));

   Print("Price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits()));

   Print("Current bid price: "+DoubleToString(symbol.Bid(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultBid(),symbol.Digits()));

   Print("Current ask price: "+DoubleToString(symbol.Ask(),symbol.Digits())+" (the requote): "+DoubleToString(trade.ResultAsk(),symbol.Digits()));

   Print("Broker comment: "+trade.ResultComment());

   Print("Freeze Level: "+DoubleToString(symbol.FreezeLevel(),0),", Stops Level: "+DoubleToString(symbol.StopsLevel(),0));

   Print("Price of position opening: "+DoubleToString(position.PriceOpen(),symbol.Digits()));

   Print("Price of position's Stop Loss: "+DoubleToString(position.StopLoss(),symbol.Digits()));

   Print("Price of position's Take Profit: "+DoubleToString(position.TakeProfit(),symbol.Digits()));

   Print("Current price by position: "+DoubleToString(position.PriceCurrent(),symbol.Digits()));

  }

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

//| Close positions                                                  |

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

void ClosePositions(const ENUM_POSITION_TYPE pos_type,const double level)

  {

   /*

      Buying is done at the Ask price                 |  Selling is done at the Bid price

      ------------------------------------------------|----------------------------------

      TakeProfit        >= Bid                        |  TakeProfit        <= Ask

      StopLoss          <= Bid                        |  StopLoss          >= Ask

      TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

      Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

   */

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

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

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

            if(m_position.PositionType()==pos_type)

              {

               if(m_position.PositionType()==POSITION_TYPE_BUY)

                 {

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

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

                  if(take_profit_level && stop_loss_level)

                     if(!m_trade.PositionClose(m_position.Ticket())) // close a position by the specified m_symbol

                        if(InpPrintLog)

                           Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.PositionClose ",m_position.Ticket());

                 }

               if(m_position.PositionType()==POSITION_TYPE_SELL)

                 {

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

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

                  if(!m_trade.PositionClose(m_position.Ticket())) // close a position by the specified m_symbol

                     if(InpPrintLog)

                        Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.PositionClose ",m_position.Ticket());

                 }

              }

  }

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

//| 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)

  {

//--- time of the last price update of the current symbol

   MqlDateTime STime;

   TimeToStruct(m_symbol.Time(),STime);

//--- have open positions?

   bool is_positions_exists=IsPositionExists();

//--- opening time on timeframe D1

   datetime time_d1[];

   ArraySetAsSeries(time_d1,true);

   int start_pos=0,count=3;

   if(CopyTime(m_symbol.Name(),PERIOD_D1,start_pos,count,time_d1)!=count)

      return(false);

//--- on Friday we close all positions

   if(STime.day_of_week==5)

     {

      if(is_positions_exists)

         m_need_close_all=true;

      return(true);

     }

//--- don't trade on Monday

   if(STime.day_of_week==1)

      return(true);

//--- one deal per day

   if(m_last_deal_in==time_d1[0])

      return(true);

//--- we check the signal only at 5-00

   if(STime.hour!=5)

      return(true);

//--- we are here: now is not Monday, now is not Friday, now is five o clock, today there were no deals

   MqlRates rates[];

   ArraySetAsSeries(rates,true);

   int size=CopyRates(m_symbol.Name(),Period(),m_symbol.Time(),time_d1[1],rates);

   if(size<3)

      return(false);

//---

   double lowest=DBL_MAX;

   double highest=DBL_MIN;

   for(int i=1; i<size; i++)

     {

      if(rates[i].low<lowest)

         lowest=rates[i].low;

      if(rates[i].high>highest)

         highest=rates[i].high;

     }

   if(lowest==DBL_MAX || highest==DBL_MIN)

      return(false);

//--- check the BUY signal

   if(rates[size-1].close-rates[1].close>=m_channel_height && rates[1].close-lowest>=m_rollback)

     {

      int size_need_position=ArraySize(SNeedPosition);

      if(!InpReverse)

        {

         ArrayResize(SNeedPosition,size_need_position+1);

         SNeedPosition[size_need_position].pos_type=POSITION_TYPE_BUY;

         SNeedPosition[size_need_position].stop_loss=(m_stop_loss==0.0)?0.0:m_symbol.Ask()-m_stop_loss;

         SNeedPosition[size_need_position].take_profit=(m_take_profit==0.0)?0.0:m_symbol.Ask()+m_take_profit;

         if(InpPrintLog)

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

         return(true);

        }

      else

        {

         ArrayResize(SNeedPosition,size_need_position+1);

         SNeedPosition[size_need_position].pos_type=POSITION_TYPE_SELL;

         SNeedPosition[size_need_position].stop_loss=(m_stop_loss==0.0)?0.0:m_symbol.Bid()+m_stop_loss;

         SNeedPosition[size_need_position].take_profit=(m_take_profit==0.0)?0.0:m_symbol.Bid()-m_take_profit;

         if(InpPrintLog)

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

         return(true);

        }

     }

//--- check the SELL signal

   if(rates[1].close-rates[size-1].close>=m_channel_height && highest-rates[1].close>=m_rollback)

     {

      int size_need_position=ArraySize(SNeedPosition);

      if(!InpReverse)

        {

         ArrayResize(SNeedPosition,size_need_position+1);

         SNeedPosition[size_need_position].pos_type=POSITION_TYPE_SELL;

         SNeedPosition[size_need_position].stop_loss=(m_stop_loss==0.0)?0.0:m_symbol.Bid()+m_stop_loss;

         SNeedPosition[size_need_position].take_profit=(m_take_profit==0.0)?0.0:m_symbol.Bid()-m_take_profit;

         if(InpPrintLog)

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

         return(true);

        }

      else

        {

         ArrayResize(SNeedPosition,size_need_position+1);

         SNeedPosition[size_need_position].pos_type=POSITION_TYPE_BUY;

         SNeedPosition[size_need_position].stop_loss=(m_stop_loss==0.0)?0.0:m_symbol.Ask()-m_stop_loss;

         SNeedPosition[size_need_position].take_profit=(m_take_profit==0.0)?0.0:m_symbol.Ask()+m_take_profit;

         if(InpPrintLog)

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

         return(true);

        }

     }

//---

   return(true);

  }

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

//| Is position exists                                               |

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

bool IsPositionExists(void)

  {

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

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

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

            return(true);

//---

   return(false);

  }

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

//| Close all positions                                              |

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

void CloseAllPositions(const double level)

  {

   /*

      Buying is done at the Ask price                 |  Selling is done at the Bid price

      ------------------------------------------------|----------------------------------

      TakeProfit        >= Bid                        |  TakeProfit        <= Ask

      StopLoss          <= Bid                        |  StopLoss          >= Ask

      TakeProfit - Bid  >= SYMBOL_TRADE_STOPS_LEVEL   |  Ask - TakeProfit  >= SYMBOL_TRADE_STOPS_LEVEL

      Bid - StopLoss    >= SYMBOL_TRADE_STOPS_LEVEL   |  StopLoss - Ask    >= SYMBOL_TRADE_STOPS_LEVEL

   */

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

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

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

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

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

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

               if(take_profit_level && stop_loss_level)

                  if(!m_trade.PositionClose(m_position.Ticket())) // close a position by the specified m_symbol

                     if(InpPrintLog)

                        Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.PositionClose ",m_position.Ticket());

              }

            if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

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

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

               if(take_profit_level && stop_loss_level)

                  if(!m_trade.PositionClose(m_position.Ticket())) // close a position by the specified m_symbol

                     if(InpPrintLog)

                        Print(__FILE__," ",__FUNCTION__,", ERROR: ","CTrade.PositionClose ",m_position.Ticket());

              }

           }

  }

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

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