Separate Trade New

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

//|                                           Separate Trade New.mq5 |

//|                              Copyright © 2022, Vladimir Karputov |

//|                      https://www.mql5.com/en/users/barabashkakvn |

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

#property copyright "Copyright © 2022, Vladimir Karputov"

#property link      "https://www.mql5.com/en/users/barabashkakvn"

#property version   "1.000"

#property description "Take Profit, Stop Loss, Trailing and Minimum distance between MA's - in Points (1.00055-1.00045=10 points)"

/*

   barabashkakvn Trading engine 4.010

*/

#include <Trade\PositionInfo.mqh>

#include <Trade\Trade.mqh>

#include <Trade\SymbolInfo.mqh>

#include <Trade\AccountInfo.mqh>

#include <Trade\DealInfo.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 (range: from 1.00 to 100.00)

  };

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

//| Enum Trade Mode                                                  |

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

enum ENUM_TRADE_MODE

  {

   buy=0,      // Allowed only BUY positions

   sell=1,     // Allowed only SELL positions

   buy_sell=2, // Allowed BUY and SELL positions

  };

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

//| Enum Bar !urrent                                                 |

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

enum ENUM_BAR_CURRENT

  {

   bar_0=0,    // bar #0 (at every tick)

   bar_1=1,    // bar #1 (on a new bar)

  };

//--- input parameters

input group             "Trading settings"

input ENUM_TIMEFRAMES      InpWorkingPeriod        = PERIOD_CURRENT; // Working timeframe

input uint                 InpStopLossBuy          = 150;            // Stop Loss Buy

input uint                 InpStopLossSell         = 150;            // Stop Loss Sell

input uint                 InpTakeProfitBuy        = 460;            // Take Profit Buy

input uint                 InpTakeProfitSell       = 460;            // Take Profit Sell

input ENUM_BAR_CURRENT     InpTrailingBarCurrent   = bar_1;          // Trailing on ...

input ENUM_BAR_CURRENT     InpSignalsBarCurrent    = bar_1;          // Search signals on ...

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

input uint                 InpTrailingStep         = 50;             // Trailing Step

input uchar                InpMaxPositions         = 1;              // Maximum positions

input group             "Position size management (lot calculation)"

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

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

input group             "Trade mode"

input ENUM_TRADE_MODE      InpTradeMode            = buy_sell;       // Trade mode:

input group             "MA First and MA Second"

input int                  Inp_MA_First_ma_period     = 65;          // MA First: averaging period

input int                  Inp_MA_Second_ma_period    = 14;          // MA Second: averaging period

input ENUM_MA_METHOD       Inp_MA_ma_method           = MODE_EMA;    // MA First and Second: smoothing type

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

input ushort               Inp_MAs_Delta_Buy          = 20;          // Minimum distance between MA's for Buy ("0" -> off)

input ushort               Inp_MAs_Delta_Sell         = 20;          // Minimum distance between MA's for Sell ("0" -> off)

input group             "ATR"

input int                  Inp_ATR_ma_period_Buy      = 26;          // ATR Buy: averaging period

input int                  Inp_ATR_ma_period_Sell     = 26;          // ATR Sell: averaging period

input double               Inp_ATR_Level_Buy          = 0.0016;      // ATR Buy: Level (if ATR < "ATR Buy" -> BUY)

input double               Inp_ATR_Level_Sell         = 0.0016;      // ATR Sell: Level (if ATR > "ATR Sell" -> Sell)

input group             "StdDev"

input int                  Inp_StdDev_ma_period_Buy   = 54;          // StdDev Buy:averaging period

input int                  Inp_StdDev_ma_period_Sell  = 54;          // StdDev Sell:averaging period

input double               Inp_StdDev_Level_Buy       = 0.0051;      // StdDev Buy: Level (if StdDev < "StdDev Buy" -> BUY)

input double               Inp_StdDev_Level_Sell      = 0.0051;      // StdDev Sell: Level (if StdDev > "StdDev Sell" -> Sell)

input group             "Time control"

input bool                 InpTimeControl          = false;          // Use time control

input uchar                InpStartHour            = 10;             // Start Hour

input uchar                InpStartMinute          = 01;             // Start Minute

input uchar                InpEndHour              = 15;             // End Hour

input uchar                InpEndMinute            = 02;             // End Minute

input group             "Additional features"

input bool                 InpOnlyOne              = false;          // Positions: Only one

input bool                 InpReverse              = false;          // Positions: Reverse

input bool                 InpCloseOpposite        = false;          // Positions: Close opposite

input bool                 InpPrintLog             = true;           // Print log

input uchar                InpFreezeCoefficient    = 3;              // Coefficient (if Freeze==0 Or StopsLevels==0)

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

input ulong                InpMagic                = 50835771;       // Magic number

//---

double   m_stop_loss_buy            = 0.0;      // Stop Loss Buy              -> double

double   m_take_profit_buy          = 0.0;      // Take Profit Buy            -> double

double   m_stop_loss_sell           = 0.0;      // Stop Loss Sell             -> double

double   m_take_profit_sell         = 0.0;      // Take Profit Sell           -> double

double   m_trailing_stop            = 0.0;      // Trailing Stop              -> double

double   m_trailing_step            = 0.0;      // Trailing Step              -> double

double   m_mas_delta_buy            = 0.0;

double   m_mas_delta_sell           = 0.0;



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

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

int      handle_iATR_Buy;                       // variable for storing the handle of the iATR indicator

int      handle_iATR_Sell;                      // variable for storing the handle of the iATR indicator

int      handle_iStdDev_Buy;                    // variable for storing the handle of the iStdDev indicator

int      handle_iStdDev_Sell;                   // variable for storing the handle of the iStdDev indicator



bool     m_need_close_all           = false;    // close all positions

bool     m_need_close_buy           = false;    // close all buy positions

bool     m_need_close_sell          = false;    // close all sell positions

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

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

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

int      m_bar_current              = 0;

bool     m_init_error               = false;    // error on InInit

//--- the tactic is this: for positions we strictly monitor the result, ***

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

//| Structure Positions                                              |

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

struct STRUCT_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

   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_POSITION()

     {

      pos_type                   = WRONG_VALUE;

      volume                     = 0.0;

      lot_coefficient            = 0.0;

      waiting_transaction        = false;

      waiting_order_ticket       = 0;

      transaction_confirmed      = false;

     }

  };

STRUCT_POSITION SPosition[];

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

//| Expert initialization function                                   |

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

int OnInit()

  {

//--- forced initialization of variables

   m_stop_loss_buy            = 0.0;      // Stop Loss                  -> double

   m_take_profit_buy          = 0.0;      // Take Profit                -> double

   m_stop_loss_sell           = 0.0;      // Stop Loss Sell             -> double

   m_take_profit_sell         = 0.0;      // Take Profit Sell           -> double

   m_trailing_stop            = 0.0;      // Trailing Stop              -> double

   m_trailing_step            = 0.0;      // Trailing Step              -> double

   m_mas_delta_buy            = 0.0;

   m_mas_delta_sell           = 0.0;

   m_need_close_all           = false;    // close all positions

   m_need_close_buy           = false;    // close all buy positions

   m_need_close_sell          = false;    // close all sell positions

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

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

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

   m_bar_current              = 0;

   m_init_error               = false;    // error on InInit

//---

   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!";

      if(MQLInfoInteger(MQL_TESTER)) // when testing, we will only output to the log about incorrect input parameters

         Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

      else // if the Expert Advisor is run on the chart, tell the user about the error

         Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

      //---

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//---

   ResetLastError();

   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_stop_loss_buy            = InpStopLossBuy              * m_symbol.Point();

   m_take_profit_buy          = InpTakeProfitBuy            * m_symbol.Point();

   m_trailing_stop            = InpTrailingStop             * m_symbol.Point();

   m_trailing_step            = InpTrailingStep             * m_symbol.Point();

   m_mas_delta_buy            = Inp_MAs_Delta_Buy           * m_symbol.Point();

   m_mas_delta_sell           = Inp_MAs_Delta_Sell          * m_symbol.Point();

//--- check the input parameter "Lots"

   string err_text="";

   if(InpLotOrRisk==lot)

     {

      if(!CheckVolumeValue(InpVolumeLotOrRisk,err_text))

        {

         if(MQLInfoInteger(MQL_TESTER)) // when testing, we will only output to the log about incorrect input parameters

            Print(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         else // if the Expert Advisor is run on the chart, tell the user about the error

            Alert(__FILE__," ",__FUNCTION__,", ERROR: ",err_text);

         //---

         m_init_error=true;

         return(INIT_SUCCEEDED);

        }

     }

   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");

               //---

               m_init_error=true;

               return(INIT_SUCCEEDED);

              }

            if(!m_money.Init(GetPointer(m_symbol),InpWorkingPeriod,m_symbol.Point()*digits_adjust))

              {

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

               //---

               m_init_error=true;

               return(INIT_SUCCEEDED);

              }

            m_money.Percent(InpVolumeLotOrRisk);

           }

         else

           {

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

            return(INIT_FAILED);

           }

        }

//--- create handle of the indicator iMA

   handle_iMA_First=iMA(m_symbol.Name(),InpWorkingPeriod,Inp_MA_First_ma_period,0,Inp_MA_ma_method,Inp_MA_applied_price);

//--- if the handle is not created

   if(handle_iMA_First==INVALID_HANDLE)

     {

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

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

                  m_symbol.Name(),

                  EnumToString(InpWorkingPeriod),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//--- create handle of the indicator iMA

   handle_iMA_Second=iMA(m_symbol.Name(),InpWorkingPeriod,Inp_MA_Second_ma_period,0,Inp_MA_ma_method,Inp_MA_applied_price);

//--- if the handle is not created

   if(handle_iMA_Second==INVALID_HANDLE)

     {

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

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

                  m_symbol.Name(),

                  EnumToString(InpWorkingPeriod),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//--- create handle of the indicator iATR

   handle_iATR_Buy=iATR(m_symbol.Name(),InpWorkingPeriod,Inp_ATR_ma_period_Buy);

//--- if the handle is not created

   if(handle_iATR_Buy==INVALID_HANDLE)

     {

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

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

                  m_symbol.Name(),

                  EnumToString(InpWorkingPeriod),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//--- create handle of the indicator iATR

   handle_iATR_Sell=iATR(m_symbol.Name(),InpWorkingPeriod,Inp_ATR_ma_period_Sell);

//--- if the handle is not created

   if(handle_iATR_Sell==INVALID_HANDLE)

     {

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

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

                  m_symbol.Name(),

                  EnumToString(InpWorkingPeriod),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//--- create handle of the indicator iStdDev

   handle_iStdDev_Buy=iStdDev(m_symbol.Name(),InpWorkingPeriod,Inp_StdDev_ma_period_Buy,0,MODE_SMA,PRICE_CLOSE);

//--- if the handle is not created

   if(handle_iStdDev_Buy==INVALID_HANDLE)

     {

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

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

                  m_symbol.Name(),

                  EnumToString(InpWorkingPeriod),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//--- create handle of the indicator iStdDev

   handle_iStdDev_Sell=iStdDev(m_symbol.Name(),InpWorkingPeriod,Inp_StdDev_ma_period_Sell,0,MODE_SMA,PRICE_CLOSE);

//--- if the handle is not created

   if(handle_iStdDev_Sell==INVALID_HANDLE)

     {

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

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

                  m_symbol.Name(),

                  EnumToString(InpWorkingPeriod),

                  GetLastError());

      //--- the indicator is stopped early

      m_init_error=true;

      return(INIT_SUCCEEDED);

     }

//---

   m_bar_current=(InpSignalsBarCurrent==bar_1)?1:0;

//---

   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_init_error)

      return;

//---

   if(m_need_close_all)

     {

      if(IsPositionExists())

        {

         CloseAllPositions();

         return;

        }

      else

        {

         m_need_close_all=false;

         ArrayFree(SPosition);

        }

     }

   if(m_need_close_buy || m_need_close_sell)

     {

      //---

      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,

                            false);

      //---

      if(m_need_close_buy)

        {

         if(count_buys>0)

           {

            ClosePositions(POSITION_TYPE_BUY);

            return;

           }

         else

            m_need_close_buy=false;

        }

      if(m_need_close_sell)

        {

         if(count_sells>0)

           {

            ClosePositions(POSITION_TYPE_SELL);

            return;

           }

         else

            m_need_close_sell=false;

        }

     }

//---

   int size_need_position=ArraySize(SPosition);

   if(size_need_position>0)

     {

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

        {

         if(SPosition[i].waiting_transaction)

           {

            if(!SPosition[i].transaction_confirmed)

              {

               if(InpPrintLog)

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

               return;

              }

            else

               if(SPosition[i].transaction_confirmed)

                 {

                  ArrayRemove(SPosition,i,1);

                  return;

                 }

           }

         //---

         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,

                               false);

         if(count_buys+count_sells>=InpMaxPositions)

           {

            ArrayRemove(SPosition,i,1);

            return;

           }

         //---

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

           {

            if(InpCloseOpposite)

              {

               if(count_sells>0)

                 {

                  ClosePositions(POSITION_TYPE_SELL);

                  return;

                 }

              }

            if(InpOnlyOne)

              {

               if(count_buys+count_sells==0)

                 {

                  SPosition[i].waiting_transaction=true;

                  OpenPosition(i);

                  return;

                 }

               else

                 {

                  ArrayRemove(SPosition,i,1);

                  return;

                 }

              }

            SPosition[i].waiting_transaction=true;

            OpenPosition(i);

            return;

           }

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

           {

            if(InpCloseOpposite)

              {

               if(count_buys>0)

                 {

                  ClosePositions(POSITION_TYPE_BUY);

                  return;

                 }

              }

            if(InpOnlyOne)

              {

               if(count_buys+count_sells==0)

                 {

                  SPosition[i].waiting_transaction=true;

                  OpenPosition(i);

                  return;

                 }

               else

                 {

                  ArrayRemove(SPosition,i,1);

                  return;

                 }

              }

            SPosition[i].waiting_transaction=true;

            OpenPosition(i);

            return;

           }

        }

     }

//---

   if(InpTrailingBarCurrent==bar_0) // trailing at every tick

     {

      Trailing();

     }

   if(InpSignalsBarCurrent==bar_0) // search for trading signals at every tick

     {

      if(!RefreshRates())

         return;

      if(!SearchTradingSignals())

         return;

     }

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

   if(InpTrailingBarCurrent==bar_1 || InpSignalsBarCurrent==bar_1)

     {

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

      if(time_0==m_prev_bars)

         return;

      m_prev_bars=time_0;

      if(InpTrailingBarCurrent==bar_1) // trailing only at the time of the birth of new bar

        {

         Trailing();

        }

      if(InpSignalsBarCurrent==bar_1) // search for trading signals only at the time of the birth of new bar

        {

         if(!RefreshRates())

           {

            m_prev_bars=0;

            return;

           }

         //--- search for trading signals

         if(!SearchTradingSignals())

           {

            m_prev_bars=0;

            return;

           }

        }

     }

//---

  }

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

//| TradeTransaction function                                        |

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

void OnTradeTransaction(const MqlTradeTransaction &trans,

                        const MqlTradeRequest &request,

                        const MqlTradeResult &result)

  {

//--- get transaction type as enumeration value

   ENUM_TRADE_TRANSACTION_TYPE type=trans.type;

//--- if transaction is result of addition of the transaction in history

   if(type==TRADE_TRANSACTION_DEAL_ADD)

     {

      ResetLastError();

      if(HistoryDealSelect(trans.deal))

         m_deal.Ticket(trans.deal);

      else

        {

         Print(__FILE__," ",__FUNCTION__,", ERROR: ","HistoryDealSelect(",trans.deal,") error: ",GetLastError());

         return;

        }

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

        {

         ENUM_DEAL_TYPE deal_type   = m_deal.DealType();

         ENUM_DEAL_ENTRY deal_entry = m_deal.Entry();

         if(deal_type==DEAL_TYPE_BUY || deal_type==DEAL_TYPE_SELL)

           {

            if(deal_entry==DEAL_ENTRY_IN || deal_entry==DEAL_ENTRY_INOUT)

              {

               if(deal_type==DEAL_TYPE_BUY)

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

               else

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

              }

            int size_need_position=ArraySize(SPosition);

            if(size_need_position>0)

              {

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

                 {

                  if(SPosition[i].waiting_transaction)

                     if(SPosition[i].waiting_order_ticket==m_deal.Order())

                       {

                        Print(__FUNCTION__," Transaction confirmed");

                        SPosition[i].transaction_confirmed=true;

                        break;

                       }

                 }

              }

           }

        }

     }

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates()

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

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

      return(false);

     }

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

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

     {

      Print(__FILE__," ",__FUNCTION__,", ERROR: ","Ask == 0.0 OR Bid == 0.0");

      return(false);

     }

//---

   return(true);

  }

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

//| Check the correctness of the position volume                     |

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

bool CheckVolumeValue(double volume,string &error_description)

  {

//--- minimal allowed volume for trade operations

   double min_volume=m_symbol.LotsMin();

   if(volume<min_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< <5=LH5 <8=8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MIN=%.2f",min_volume);

      else

         error_description=StringFormat("Volume is less than the minimal allowed SYMBOL_VOLUME_MIN=%.2f",min_volume);

      return(false);

     }

//--- maximal allowed volume of trade operations

   double max_volume=m_symbol.LotsMax();

   if(volume>max_volume)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< 1>;LH5 <0:A8<0;L=> 4>?CAB8<>3> SYMBOL_VOLUME_MAX=%.2f",max_volume);

      else

         error_description=StringFormat("Volume is greater than the maximal allowed SYMBOL_VOLUME_MAX=%.2f",max_volume);

      return(false);

     }

//--- get minimal step of volume changing

   double volume_step=m_symbol.LotsStep();

   int ratio=(int)MathRound(volume/volume_step);

   if(MathAbs(ratio*volume_step-volume)>0.0000001)

     {

      if(TerminalInfoString(TERMINAL_LANGUAGE)=="Russian")

         error_description=StringFormat("1J5< =5 :@0B5= <8=8<0;L=><C H03C SYMBOL_VOLUME_STEP=%.2f, 1;8609H89 ?@028;L=K9 >1J5< %.2f",

                                        volume_step,ratio*volume_step);

      else

         error_description=StringFormat("Volume is not a multiple of the minimal step SYMBOL_VOLUME_STEP=%.2f, the closest correct volume is %.2f",

                                        volume_step,ratio*volume_step);

      return(false);

     }

   error_description="Correct volume value";

//---

   return(true);

  }

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

//| Lot Check                                                        |

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

double LotCheck(double lots,CSymbolInfo &symbol)

  {

//--- calculate maximum volume

   double volume=NormalizeDouble(lots,2);

   double stepvol=symbol.LotsStep();

   if(stepvol>0.0)

      volume=stepvol*MathFloor(volume/stepvol);

//---

   double minvol=symbol.LotsMin();

   if(volume<minvol)

      volume=0.0;

//---

   double maxvol=symbol.LotsMax();

   if(volume>maxvol)

      volume=maxvol;

//---

   return(volume);

  }

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

//| Check Freeze and Stops levels                                    |

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

void FreezeStopsLevels(double &freeze,double &stops)

  {

//--- check Freeze and Stops levels

   /*

   SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations

      for pending orders and open positions in points

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

   Type of order/position  |  Activation price  |  Check

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

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

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



   SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the

      StopLoss and TakeProfit levels from the current closing price of the open position

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

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

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

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid                        |  StopLoss          >= Ask

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

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

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

   */

   double coeff=(double)InpFreezeCoefficient;

   if(!RefreshRates() || !m_symbol.Refresh())

      return;

//--- FreezeLevel -> for pending order and modification

   double freeze_level=m_symbol.FreezeLevel()*m_symbol.Point();

   if(freeze_level==0.0)

     {

      if(InpFreezeCoefficient>0)

         freeze_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;

     }

   else

      freeze_level*=coeff;

//--- StopsLevel -> for TakeProfit and StopLoss

   double stop_level=m_symbol.StopsLevel()*m_symbol.Point();

   if(stop_level==0.0)

     {

      if(InpFreezeCoefficient>0)

         stop_level=(m_symbol.Ask()-m_symbol.Bid())*coeff;

     }

   else

      stop_level*=coeff;

//---

   freeze=freeze_level;

   stops=stop_level;

//---

   return;

  }

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

//| Open position                                                    |

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

void OpenPosition(const int index)

  {

   double freeze=0.0,stops=0.0;

   FreezeStopsLevels(freeze,stops);

   double max_levels=(freeze>stops)?freeze:stops;

   /*

   SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the

      StopLoss and TakeProfit levels from the current closing price of the open position

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

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

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

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid                        |  StopLoss          >= Ask

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

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

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

   */

//--- buy

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

     {

      double sl=(m_stop_loss_buy==0.0)?0.0:m_symbol.Ask()-m_stop_loss_buy;

      if(sl>0.0)

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

            sl=m_symbol.Bid()-max_levels;

      double tp=(m_take_profit_buy==0.0)?0.0:m_symbol.Ask()+m_take_profit_buy;

      if(tp>0.0)

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

            tp=m_symbol.Ask()+max_levels;

      OpenBuy(index,sl,tp);

      return;

     }

//--- sell

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

     {

      double sl=(m_stop_loss_buy==0.0)?0.0:m_symbol.Bid()+m_stop_loss_buy;

      if(sl>0.0)

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

            sl=m_symbol.Ask()+max_levels;

      double tp=(m_take_profit_buy==0.0)?0.0:m_symbol.Bid()-m_take_profit_buy;

      if(tp>0.0)

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

            tp=m_symbol.Bid()-max_levels;

      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(SPosition[index].volume>0.0)

      long_lot=SPosition[index].volume;

   else

     {

      if(InpLotOrRisk==risk)

        {

         long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", OK: ",

                  "CheckOpenLong (price(",DoubleToString(m_symbol.Ask(),m_symbol.Digits()),"),sl(",DoubleToString(sl,m_symbol.Digits()),"))",

                  " -> Lot: ",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(SPosition,index,1);

            if(InpPrintLog)

               Print(__FILE__," ",__FUNCTION__,", ERROR: ","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(SPosition,index,1);

               return;

              }

           }

        }

     }

//---

   if(SPosition[index].lot_coefficient>0.0)

     {

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

                        m_symbol);

      if(long_lot==0.0)

        {

         ArrayRemove(SPosition,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,

                            true);

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

        {

         ArrayRemove(SPosition,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_BUY,

                       long_lot,

                       m_symbol.Ask());

   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

              {

               SPosition[index].waiting_transaction=true;

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

              }

            else

              {

               SPosition[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)

              {

               SPosition[index].waiting_transaction=true;

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

              }

            else

              {

               SPosition[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

        {

         SPosition[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);

         if(m_trade.ResultRetcode()==10043 || m_trade.ResultRetcode()==10044)

            ArrayRemove(SPosition,index,1);

        }

     }

   else

     {

      ArrayRemove(SPosition,index,1);

      if(InpPrintLog)

         Print(__FILE__," ",__FUNCTION__,", ERROR: ","Free Margin Check (",DoubleToString(free_margin_check,2),") <= Margin Check (",DoubleToString(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(SPosition[index].volume>0.0)

      short_lot=SPosition[index].volume;

   else

     {

      if(InpLotOrRisk==risk)

        {

         short_lot=m_money.CheckOpenShort(m_symbol.Bid(),sl);

         if(InpPrintLog)

            Print(__FILE__," ",__FUNCTION__,", OK: ",

                  "CheckOpenShort (price(",DoubleToString(m_symbol.Bid(),m_symbol.Digits()),"),sl(",DoubleToString(sl,m_symbol.Digits()),"))",

                  " -> Lot: ",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(SPosition,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(SPosition,index,1);

               return;

              }

           }

        }

     }

//---

   if(SPosition[index].lot_coefficient>0.0)

     {

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

      if(short_lot==0.0)

        {

         ArrayRemove(SPosition,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,

                            true);

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

        {

         ArrayRemove(SPosition,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

              {

               SPosition[index].waiting_transaction=true;

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

              }

            else

              {

               SPosition[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)

              {

               SPosition[index].waiting_transaction=true;

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

              }

            else

              {

               SPosition[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

        {

         SPosition[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);

         if(m_trade.ResultRetcode()==10042 || m_trade.ResultRetcode()==10044)

            ArrayRemove(SPosition,index,1);

        }

     }

   else

     {

      ArrayRemove(SPosition,index,1);

      if(InpPrintLog)

         Print(__FILE__," ",__FUNCTION__,", ERROR: ","Free Margin Check (",DoubleToString(free_margin_check,2),") <= Margin Check (",DoubleToString(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(),

         "Trade execution mode: "+symbol.TradeExecutionDescription());

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

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

         "Order retcode external: "+IntegerToString(trade.ResultRetcodeExternal())+", "+

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

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

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

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

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

  }

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

//| Get value of buffers                                             |

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

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

               const int count,double &arr_buffer[])

  {

   bool result=true;

   if(!ArrayIsDynamic(arr_buffer))

     {

      if(InpPrintLog)

         PrintFormat("ERROR! EA: %s, FUNCTION: %s, this a no dynamic array!",__FILE__,__FUNCTION__);

      return(false);

     }

   ArrayFree(arr_buffer);

//--- reset error code

   ResetLastError();

//--- fill a part of the iBands array with values from the indicator buffer

   int copied=CopyBuffer(handle,buffer,start_pos,count,arr_buffer);

   if(copied!=count)

     {

      //--- if the copying fails, tell the error code

      if(InpPrintLog)

         PrintFormat("ERROR! EA: %s, FUNCTION: %s, amount to copy: %d, copied: %d, error code %d",

                     __FILE__,__FUNCTION__,count,copied,GetLastError());

      //--- quit with zero result - it means that the indicator is considered as not calculated

      return(false);

     }

   return(result);

  }

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

//| Trailing                                                         |

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

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

void Trailing()

  {

   if(InpTrailingStop==0)

      return;

   double freeze=0.0,stops=0.0;

   FreezeStopsLevels(freeze,stops);

   double max_levels=(freeze>stops)?freeze:stops;

   /*

   SYMBOL_TRADE_STOPS_LEVEL determines the number of points for minimum indentation of the

      StopLoss and TakeProfit levels from the current closing price of the open position

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

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

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

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid                        |  StopLoss          >= Ask

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

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

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



   SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations

      for pending orders and open positions in points

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

   Type of order/position  |  Activation price  |  Check

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

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

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

   */

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

      if(m_position.SelectByIndex(i))

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

           {

            double price_current = m_position.PriceCurrent();

            double price_open    = m_position.PriceOpen();

            double stop_loss     = m_position.StopLoss();

            double take_profit   = m_position.TakeProfit();

            double ask           = m_symbol.Ask();

            double bid           = m_symbol.Bid();

            //---

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(price_current-price_open>m_trailing_stop+m_trailing_step)

                  if(stop_loss<price_current-(m_trailing_stop+m_trailing_step))

                     if(m_trailing_stop>=max_levels && (take_profit-bid>=max_levels || 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>=max_levels && ask-take_profit>=max_levels)

                       {

                        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)

  {

   double freeze=0.0,stops=0.0;

   FreezeStopsLevels(freeze,stops);

   /*

   SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations

      for pending orders and open positions in points

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

   Type of order/position  |  Activation price  |  Check

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

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

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

   */

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

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

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

            if(m_position.PositionType()==pos_type)

              {

               if(m_position.PositionType()==POSITION_TYPE_BUY)

                 {

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

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

                  if(take_profit_level && stop_loss_level)

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

                        if(InpPrintLog)

                           Print(__FILE__," ",__FUNCTION__,", ERROR: ","BUY PositionClose ",m_position.Ticket(),", ",m_trade.ResultRetcodeDescription());

                 }

               if(m_position.PositionType()==POSITION_TYPE_SELL)

                 {

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

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

                  if(take_profit_level && stop_loss_level)

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

                        if(InpPrintLog)

                           Print(__FILE__," ",__FUNCTION__,", ERROR: ","SELL PositionClose ",m_position.Ticket(),", ",m_trade.ResultRetcodeDescription());

                 }

              }

  }

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

//| Calculate all positions                                          |

//|  'lots_limit=true' - only for 'if(m_symbol.LotsLimit()>0.0)'     |

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

void CalculateAllPositions(int &count_buys,double &volume_buys,double &volume_biggest_buys,

                           int &count_sells,double &volume_sells,double &volume_biggest_sells,

                           bool lots_limit=false)

  {

   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() && (lots_limit || (!lots_limit && 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)

  {

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

   if(!TimeControlHourMinute())

      return(true);

   double ma_first[],ma_second[],atr_buy[],atr_sell[],std_dev_buy[],std_dev_sell[];

   ArraySetAsSeries(ma_first,true);

   ArraySetAsSeries(ma_second,true);

   ArraySetAsSeries(atr_buy,true);

   ArraySetAsSeries(atr_sell,true);

   ArraySetAsSeries(std_dev_buy,true);

   ArraySetAsSeries(std_dev_sell,true);

   int start_pos=0,count=6;

   if(!iGetArray(handle_iMA_First,0,start_pos,count,ma_first)      || !iGetArray(handle_iMA_Second,0,start_pos,count,ma_second) ||

      !iGetArray(handle_iATR_Buy,0,start_pos,count,atr_buy)        || !iGetArray(handle_iATR_Sell,0,start_pos,count,atr_sell) ||

      !iGetArray(handle_iStdDev_Buy,0,start_pos,count,std_dev_buy) || !iGetArray(handle_iStdDev_Sell,0,start_pos,count,std_dev_sell))

     {

      return(false);

     }

   int size_need_position=ArraySize(SPosition);

   if(size_need_position>0)

      return(true);

//--- BUY Signal

   if((ma_first[m_bar_current]<ma_second[m_bar_current]) && (atr_buy[m_bar_current]<Inp_ATR_Level_Buy) &&

      ((ma_second[m_bar_current]-ma_first[m_bar_current])<m_mas_delta_buy) && (std_dev_buy[m_bar_current]<Inp_StdDev_Level_Buy))

     {

      //---

      ENUM_SYMBOL_TRADE_MODE trade_mode=m_symbol.TradeMode();

      if(trade_mode==SYMBOL_TRADE_MODE_DISABLED)

         return(true);

      //---

      if(!InpReverse)

        {

         if(InpTradeMode!=sell)

           {

            if(trade_mode!=SYMBOL_TRADE_MODE_FULL)

               if(trade_mode==SYMBOL_TRADE_MODE_SHORTONLY || trade_mode==SYMBOL_TRADE_MODE_CLOSEONLY)

                  return(true);

            if(time_0==m_last_deal_buy_in) // on one bar - only one deal

               return(true);

            ArrayResize(SPosition,size_need_position+1);

            SPosition[size_need_position].pos_type=POSITION_TYPE_BUY;

            if(InpPrintLog)

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

            return(true);

           }

         else

            m_need_close_sell=true;

        }

      else

        {

         if(InpTradeMode!=buy)

           {

            if(trade_mode!=SYMBOL_TRADE_MODE_FULL)

               if(trade_mode==SYMBOL_TRADE_MODE_LONGONLY || trade_mode==SYMBOL_TRADE_MODE_CLOSEONLY)

                  return(true);

            if(time_0==m_last_deal_sell_in) // on one bar - only one deal

               return(true);

            ArrayResize(SPosition,size_need_position+1);

            SPosition[size_need_position].pos_type=POSITION_TYPE_SELL;

            if(InpPrintLog)

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

            return(true);

           }

         else

            m_need_close_buy=true;

        }

     }

//--- SELL Signal

   if((ma_first[m_bar_current]>ma_second[m_bar_current]) && (atr_sell[m_bar_current]<Inp_ATR_Level_Sell) &&

      ((ma_first[m_bar_current]-ma_second[m_bar_current])<m_mas_delta_sell) && (std_dev_sell[m_bar_current]<Inp_StdDev_Level_Sell))

     {

      //---

      ENUM_SYMBOL_TRADE_MODE trade_mode=m_symbol.TradeMode();

      if(trade_mode==SYMBOL_TRADE_MODE_DISABLED)

         return(true);

      //---

      if(!InpReverse)

        {

         if(InpTradeMode!=buy)

           {

            if(trade_mode!=SYMBOL_TRADE_MODE_FULL)

               if(trade_mode==SYMBOL_TRADE_MODE_LONGONLY || trade_mode==SYMBOL_TRADE_MODE_CLOSEONLY)

                  return(true);

            if(time_0==m_last_deal_sell_in) // on one bar - only one deal

               return(true);

            ArrayResize(SPosition,size_need_position+1);

            SPosition[size_need_position].pos_type=POSITION_TYPE_SELL;

            if(InpPrintLog)

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

            return(true);

           }

         else

            m_need_close_buy=true;

        }

      else

        {

         if(InpTradeMode!=sell)

           {

            if(trade_mode!=SYMBOL_TRADE_MODE_FULL)

               if(trade_mode==SYMBOL_TRADE_MODE_SHORTONLY || trade_mode==SYMBOL_TRADE_MODE_CLOSEONLY)

                  return(true);

            if(time_0==m_last_deal_buy_in) // on one bar - only one deal

               return(true);

            ArrayResize(SPosition,size_need_position+1);

            SPosition[size_need_position].pos_type=POSITION_TYPE_BUY;

            if(InpPrintLog)

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

            return(true);

           }

         else

            m_need_close_sell=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(void)

  {

   double freeze=0.0,stops=0.0;

   FreezeStopsLevels(freeze,stops);

   /*

   SYMBOL_TRADE_FREEZE_LEVEL shows the distance of freezing the trade operations

      for pending orders and open positions in points

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

   Type of order/position  |  Activation price  |  Check

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

   Buy Limit order         |  Ask               |  Ask-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy Stop order          |  Ask               |  OpenPrice-Ask  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Limit order        |  Bid               |  OpenPrice-Bid  >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell Stop order         |  Bid               |  Bid-OpenPrice  >= SYMBOL_TRADE_FREEZE_LEVEL

   Buy position            |  Bid               |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask               |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

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

   */

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

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

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

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

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

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

               if(take_profit_level && stop_loss_level)

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

                     if(InpPrintLog)

                        Print(__FILE__," ",__FUNCTION__,", ERROR: ","BUY PositionClose ",m_position.Ticket(),", ",m_trade.ResultRetcodeDescription());

              }

            if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

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

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

               if(take_profit_level && stop_loss_level)

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

                     if(InpPrintLog)

                        Print(__FILE__," ",__FUNCTION__,", ERROR: ","SELL PositionClose ",m_position.Ticket(),", ",m_trade.ResultRetcodeDescription());

              }

           }

  }

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

//| TimeControl                                                      |

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

bool TimeControlHourMinute(void)

  {

   if(!InpTimeControl)

      return(true);

   MqlDateTime STimeCurrent;

   datetime time_current=TimeCurrent();

   if(time_current==D'1970.01.01 00:00')

      return(false);

   TimeToStruct(time_current,STimeCurrent);

   if((InpStartHour*60*60+InpStartMinute*60)<(InpEndHour*60*60+InpEndMinute*60)) // intraday time interval

     {

      /*

      Example:

      input uchar    InpStartHour      = 5;        // Start hour

      input uchar    InpEndHour        = 10;       // End hour

      0  1  2  3  4  5  6  7  8  9  10 11 12 13 14 15 16 17 18 19 20 21 22 23 0  1  2  3  4  5  6  7  8  9  10 11 12 13 14 15

      _  _  _  _  _  +  +  +  +  +  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  _  +  +  +  +  +  _  _  _  _  _  _

      */

      if((STimeCurrent.hour*60*60+STimeCurrent.min*60>=InpStartHour*60*60+InpStartMinute*60) &&

         (STimeCurrent.hour*60*60+STimeCurrent.min*60<InpEndHour*60*60+InpEndMinute*60))

         return(true);

     }

   else

      if((InpStartHour*60*60+InpStartMinute*60)>(InpEndHour*60*60+InpEndMinute*60)) // time interval with the transition in a day

        {

         /*

         Example:

         input uchar    InpStartHour      = 10;       // Start hour

         input uchar    InpEndHour        = 5;        // End hour

         0  1  2  3  4  5  6  7  8  9  10 11 12 13 14 15 16 17 18 19 20 21 22 23 0  1  2  3  4  5  6  7  8  9  10 11 12 13 14 15

         _  _  _  _  _  _  _  _  _  _  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  +  _  _  _  _  _  +  +  +  +  +  +

         */

         if(STimeCurrent.hour*60*60+STimeCurrent.min*60>=InpStartHour*60*60+InpStartMinute*60 ||

            STimeCurrent.hour*60*60+STimeCurrent.min*60<InpEndHour*60*60+InpEndMinute*60)

            return(true);

        }

      else

         return(false);

//---

   return(false);

  }

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