STORM

//+------------------------------------------------------------------+
//|                                                        STORM.mq4 |
//|                            Copyright ©, Íèêîíîâ Äåíèñ Âèêòîðîâè÷ |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Copyright ©Íèêîíîâ Äåíèñ Âèêòîðîâè÷, dzedan@list.ru"
#define  MAGIC    240406

//---- input parameters

extern int        ExtDepth=2;
extern int        ExtDeviation=5;
extern int        ExtBackstep=3;
extern double AStopLoss = 150;       // Ñòîï âíà÷àëå ñåññèè
extern double ATakeProfit = 25;     // Òåéê âíà÷àëå ñåññèè
extern double     Lots=2;
extern int LotsWayChoice  = 7;    // Ñïîñîá âûáîðà ðàáî÷åãî ëîòà: 
                                  //  0-ôèêñèðîâàííûé, 
                                 //  1-ïðîöåíò îò äåïîçèòà
extern double    DefaultVolume=1; //Îáúåì îðäåðà ïî óìîë÷àíèþ. Ìàêñèìàëüíûé îáúåì êîòîðûé äàñò ìàðòèíãåéë = DefaultVolume*2^MartingaleDeep;
extern int       MartingaleDeep=7;  //Ìàñêèìàëüíûé ïîêàçàòåëü ñòåïåíè ìàðòèíãåéëà.                                  
extern int LotsPercent=4;   // Ïðîöåíò îò äåïîçèòà 
extern string     Symb="*";
extern int        TimeFrame=0;

int               i,STP,UD,UDP,TF,DG,MN,PNT;
string            SMB;
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int LongStats[16];                                  
int ShortStats[16];
double MaxVolume;
double MinVolume;
double StartVolume;
double LastAccountBalance;
double KellyCorrection=1;

double TotalWinCounter=1;
double TotalLooseCounter=1;
int MartingaleType=0;
int bbars;
int Counter1=0;
int Counter2=0;
int Result=0;
int init()
{
LastAccountBalance=AccountBalance();
for (int i=0;i<17;i++)
{
LongStats[i]=2;
ShortStats[i]=1;
}
MinVolume=DefaultVolume;
MaxVolume=DefaultVolume*MathPow(2,MartingaleDeep-1);
bbars=Bars;
if(Symb=="*") SMB=Symbol(); else SMB=Symb;
   if(TimeFrame==0) TF=Period(); else TF=TimeFrame;
   DG=MarketInfo(SMB,MODE_DIGITS);
   MN=MAGIC+TF;
   PNT=MarketInfo(SMB,MODE_POINT);
   STP=MarketInfo(SMB,MODE_STOPLEVEL)*PNT;
   UDP=0;
   return(0);
   return(0);
  }

int deinit()
  {
//----

//----
   return(0);
  }
  
  
//double GetSizeLot()
//  {
//   double Lot = Lots;
//   int cycle;
//   int prof = 0;
//   int orders = HistoryTotal();  // history orders total
//   int losses = 0;               // number of losses orders without a break
//   int vinn = 0;
//   int i = orders;
//  if (LotsWayChoice==0) Lot=Lots; 

  // ôèêñèðîâàííûé ïðîöåíò îò äåïîçèòà 
//  if (LotsWayChoice==1) { 
//    Lot=MathCeil(AccountFreeMargin()/10000*LotsPercent)/10; 
//  }  
//  return(Lot);  
//  } 
//+------------------------------------------------------------------+
//| ôóêêöèÿ èíèöèàëèçàöèè ýêñïåðòà |||||||||||||||||||||||||||||||||||
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| ôóêêöèÿ äåèíèöèàëèçàöèè ýêñïåðòà |||||||||||||||||||||||||||||||||
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| îñíîâíàÿ ôóíêöèÿ |||||||||||||||||||||||||||||||||||||||||||||||||
//+------------------------------------------------------------------+
int start()
{
   double      zc,zp,zcn,zpn,CO,PR;
   bool        f;

   //----
  int buff,LastResult;
  double P,Q,A,B;
   if ((bbars!=Bars)&&(Time[0]-TimeCurrent()==0))
   {
  //OrderSelect(0,SELECT_BY_POS,MODE_TRADES);  
  // OrderClose(OrderTicket(),OrderLots(),Bid,20);
  //OrderClose(OrderTicket(),OrderLots(),Ask,20);
   Counter2++;
   bbars=Bars; 
   if (AccountBalance()>LastAccountBalance)
   TotalWinCounter++;
   if (AccountBalance()<LastAccountBalance)
   TotalLooseCounter++;  
   P=TotalWinCounter/(TotalWinCounter+TotalLooseCounter);
   Q=1-P;
   A=(ATakeProfit +AStopLoss)/ATakeProfit;
   B=(ATakeProfit +AStopLoss)/AStopLoss;
   KellyCorrection=MathAbs((P/B)-(Q/A));

    if (MartingaleType ==0)
    {
      if (Counter1==1)
         DefaultVolume=MinVolume;      
      if (AccountBalance()>LastAccountBalance)
      {
         DefaultVolume=DefaultVolume*2;
       }
    }
    if (MartingaleType ==1)
    {
        if (Counter1==1)
            DefaultVolume=MaxVolume;   
        if (AccountBalance()>LastAccountBalance)
        {
            DefaultVolume=DefaultVolume/2;
        }
    }
    if (MartingaleType ==2)
    {
        if (Counter1==1)
            DefaultVolume=MinVolume;
        if (AccountBalance()<LastAccountBalance)
        {
         DefaultVolume=DefaultVolume*2;
        }
       
    }
    if (MartingaleType ==3)
    {
        if (Counter1==1)
            DefaultVolume=MaxVolume;
        if (AccountBalance()<LastAccountBalance)
        {
            DefaultVolume=DefaultVolume/2;
      
        }
    }
    if (MartingaleType ==4)
    {
      if (Counter1==1)
         DefaultVolume=MinVolume;
      if (AccountBalance()>LastAccountBalance)
      {
         DefaultVolume=DefaultVolume*2;
     
      }
      if (AccountBalance()<LastAccountBalance)
      {
         DefaultVolume=DefaultVolume/2;  
      }
      
    }
    if (MartingaleType ==5)
   {
      if (Counter1==1)
         DefaultVolume=MinVolume;
      if (AccountBalance()>LastAccountBalance)
      {
         DefaultVolume=DefaultVolume/2;
      
      }
      if (AccountBalance()<LastAccountBalance)
      {
         DefaultVolume=DefaultVolume*2; 
      }
      
    }
    if (MartingaleType ==6)
    {
         if (Counter1==1)
         DefaultVolume=MinVolume;
         DefaultVolume=DefaultVolume*2;
    }
    if (MartingaleType ==7)
    {
         if (Counter1==1)
         DefaultVolume=MaxVolume;
         DefaultVolume=DefaultVolume/2;   
    }
    LastResult=Result;
    if ((Close[1]-Open[1])>0)
    {
    buff=LastResult+8;
    LongStats[buff]++;
    }
    if ((Close[1]-Open[1])<0)
    {
    buff=LastResult+8;
    ShortStats[buff]++;
    }
    
    LastAccountBalance=AccountBalance();
    if ((MartingaleType==7)&&(Counter1==MartingaleDeep))
    MartingaleType=0;
    if (Counter1==MartingaleDeep)
    {
    MartingaleType++;
    Counter1=0;
    }
   Counter1++;
   }
   
   
   
   
   for(f=true,i=2;i<Bars;i++)
   {
      zp=iCustom(SMB,TF,"ZigZag",ExtDepth,ExtDeviation,ExtBackstep,0,i);
      if(zp>0) { if(f) { f=false; zc=zp; } else break; }
   }
   if(zp<zc) 
   {
      UD=OP_BUYLIMIT;
      PR=NormalizeDouble((zc-zp)/10,DG);
      CO=NormalizeDouble((zp+zc)/2.0+PR,DG);
   } else
   if(zp>zc)
   {
      UD=OP_SELLLIMIT;
      PR=NormalizeDouble((zp-zc)/10,DG);
      CO=NormalizeDouble((zp+zc)/2.0-PR,DG);
   } else return(0);
   if(PR<10*PNT) return(0);
	for(i=0;i<OrdersTotal();i++)
	{
	  OrderSelect(i,SELECT_BY_POS);
	  if(OrderSymbol()!=SMB || OrderMagicNumber()!=MN) continue;
  	  if(OrderType()==OP_BUY) continue;

  	  if(OrderType()==OP_SELL) continue;
 
	  if(OrderType()==OP_SELLLIMIT)
	  {
	     if(UD==OP_BUYLIMIT) OrderDelete(OrderTicket()); else
	     if(OrderOpenPrice()!=CO) OrderModify(OrderTicket(),CO,0,CO+PR,0,CLR_NONE);
	     return(0);
	  }
	  if(OrderType()==OP_BUYLIMIT)
	  {
	     if(UD==OP_SELLLIMIT) OrderDelete(OrderTicket()); else
	     if(OrderOpenPrice()!=CO) OrderModify(OrderTicket(),CO,0,CO-PR,0,CLR_NONE);
	     return(0);
	  }
	}
   for(f=true,i=0;i<Bars;i++)// îïðåä. 2-é çèãçàã
   {
      zpn=iCustom(SMB,TF,"ZigZag",ExtDepth,ExtDeviation,ExtBackstep,0,0);
      if(zpn>0) { if(f) { f=false; zcn=zpn; } else break; }
   }
   if(zpn<=0) {zcn=zc; zpn=zp;}
   if(UD==OP_SELLLIMIT && UDP!=OP_SELLLIMIT && zcn<CO)  
   {
      if(CO-MarketInfo(SMB,MODE_ASK)<STP) return(0);
      OrderSend(SMB,OP_SELLLIMIT,DefaultVolume,CO,3,GetStopLossSell(),GetTakeProfitSell(),NULL,MN,0,Red);
      UDP=UD;
   } else
   if(UD==OP_BUYLIMIT && UDP!=OP_BUYLIMIT && zcn>CO)
   {
      if(MarketInfo(SMB,MODE_BID)-CO<STP) return(0);
      OrderSend(SMB,OP_BUYLIMIT,DefaultVolume,CO,3,GetStopLossBuy(),GetTakeProfitBuy(),NULL,MN,0,Blue);
      UDP=UD;
   }
   Print(" zp=",zp," zc=",zc," zpn=",zpn," zcn=",zcn," CO=",CO);
	return(0);
}
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double GetStopLossBuy() 
  { 	
    return (Bid - AStopLoss*Point);
  } 
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double GetStopLossSell() 
  { 	
    return(Ask + AStopLoss*Point); 
  } 
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double GetTakeProfitBuy() 
  { 	
    return(Ask + ATakeProfit*Point); 
  } 
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double GetTakeProfitSell() 
  { 	
    return(Bid - ATakeProfit*Point); 
  } 
//----
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+