Two MA one StdDev EA

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Two MA one StdDev EA
ÿþ//+------------------------------------------------------------------+

//|                                         Two MA one StdDev EA.mq5 |

//|                              Copyright © 2019, Vladimir Karputov |

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

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

#property copyright "Copyright © 2019, Vladimir Karputov"

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

#property version   "1.001"

/*

   barabashkakvn Trading engine 3.001

*/

#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;                   // trade position object

CTrade         m_trade;                      // trading object

CSymbolInfo    m_symbol;                     // symbol info object

CAccountInfo   m_account;                    // account info wrapper

CDealInfo      m_deal;                       // deals object

COrderInfo     m_order;                      // pending orders object

CMoneyFixedMargin *m_money;

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

//| Enum Lor or Risk                                                 |

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

enum ENUM_LOT_OR_RISK

  {

   lot=0,   // Constant lot

   risk=1,  // Risk in percent for a deal

  };

//--- input parameters

input ushort   InpStopLoss          = 0;           // Stop Loss, in pips (1.00045-1.00055=1 pips)

input ushort   InpTakeProfit        = 0;           // 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   InpTrailingStop      = 100;         // Trailing Stop (min distance from price to Stop Loss, in pips

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

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

input double   InpVolumeLotOrRisk   = 1.0;         // The value for "Money management"

input uchar    InpAllowablSpread    = 15;          // Allowable spread, in points (1.00045-1.00055=10 points)

input ushort   InpIndent            = 15;          // Indent, in pips (1.00045-1.00055=1 pips)

input uchar    InpExtremeValueBars  = 12;          // Extreme Value Bars

input uchar    InpNumberPendingOrders=1;           // Number Pending Orders

//---

input int                  Inp_MA_First_ma_period  = 36;             // MA First: averaging period

input int                  Inp_MA_Second_ma_period = 120;            // MA Second: averaging period

input int                  Inp_StdDev_ma_period    = 9;              // StdDev: averaging period 

input int                  Inp_shift               = 0;              // MA First, Second and StdDev: horizontal shift

input ENUM_MA_METHOD       Inp_method              = MODE_LWMA;      // MA First, Second and StdDev: smoothing type

input ENUM_APPLIED_PRICE   Inp_applied_price       = PRICE_TYPICAL;  // MA First, Second and StdDev: type of price

//---

input bool     InpCloseOpposite     = true;        // Close opposite

input bool     InpPrintLog          = false;       // Print log

input ulong    InpMagic             = 229720168;   // Magic number

//---

ulong  ExtSlippage=10;                // Slippage



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

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

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

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

double ExtIndent        = 0.0;      // Indent         -> double



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_iStdDev;                       // variable for storing the handle of the iStdDev indicator



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

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

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

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

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

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

//---    0 >B;>65==K5 >@45@0 (5A;8 ?@>H;0 ?@>25@:0 ?> A?@54C) 

//---    ?@>AB> 2KAB@5;8205< 8 >1=C;O5< <0AA82K AB@C:BC@

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

//| 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")

   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;

      waiting_transaction        = false;

      waiting_order_ticket       = 0;

      transaction_confirmed      = false;

     }

  };

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

//| Structure Need Pending                                           |

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

struct STRUCT_NEED_PENDING

  {

   ENUM_ORDER_TYPE   pending_type;           // pending type

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

   double            price;                  // price (if "0.0" -> the current price +- "Indent")

   //--- Constructor 

                     STRUCT_NEED_PENDING()

     {

      pending_type               = WRONG_VALUE;

      volume                     = 0.0;

      price                      = 0.0;

     }

  };

STRUCT_NEED_POSITION SNeedPosition[];

STRUCT_NEED_PENDING SNeedPending[];

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

//| 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(__FUNCTION__,", ERROR: ",err_text);

         return(INIT_FAILED);

        }

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

        {

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

         return(INIT_PARAMETERS_INCORRECT);

        }

     }

//---

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

      return(INIT_FAILED);

   RefreshRates();

//---

   m_trade.SetExpertMagicNumber(InpMagic);

   m_trade.SetMarginMode();

   m_trade.SetTypeFillingBySymbol(m_symbol.Name());

   m_trade.SetDeviationInPoints(ExtSlippage);

//--- tuning for 3 or 5 digits

   int digits_adjust=1;

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

      digits_adjust=10;

   ExtAdjustedPoint=m_symbol.Point()*digits_adjust;



   ExtStopLoss       = InpStopLoss        * ExtAdjustedPoint;

   ExtTakeProfit     = InpTakeProfit      * ExtAdjustedPoint;

   ExtTrailingStop   = InpTrailingStop    * ExtAdjustedPoint;

   ExtTrailingStep   = InpTrailingStep    * ExtAdjustedPoint;

   ExtIndent         = InpIndent          * ExtAdjustedPoint;

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

   string err_text="";

   if(IntLotOrRisk==lot)

     {

      if(!CheckVolumeValue(InpVolumeLotOrRisk,err_text))

        {

         //--- when testing, we will only output to the log about incorrect input parameters

         if(MQLInfoInteger(MQL_TESTER))

           {

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

            return(INIT_FAILED);

           }

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

           {

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

            return(INIT_PARAMETERS_INCORRECT);

           }

        }

     }

   else

     {

      if(m_money!=NULL)

         delete m_money;

      m_money=new CMoneyFixedMargin;

      if(m_money!=NULL)

        {

         if(InpVolumeLotOrRisk<1 || InpVolumeLotOrRisk>100)

           {

            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))

            return(INIT_FAILED);

         m_money.Percent(InpVolumeLotOrRisk);

        }

      else

        {

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

         return(INIT_FAILED);

        }

     }

//--- create handle of the indicator iMA 

   handle_iMA_First=iMA(m_symbol.Name(),Period(),Inp_MA_First_ma_period,Inp_shift,

                        Inp_method,Inp_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 (\"First\") indicator for the symbol %s/%s, error code %d",

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//--- create handle of the indicator iMA 

   handle_iMA_Second=iMA(m_symbol.Name(),Period(),Inp_MA_Second_ma_period,Inp_shift,

                         Inp_method,Inp_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 (\"Second\") indicator for the symbol %s/%s, error code %d",

                  m_symbol.Name(),

                  EnumToString(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//--- create handle of the indicator iStdDev   

   handle_iStdDev=iStdDev(m_symbol.Name(),Period(),Inp_StdDev_ma_period,

                          Inp_shift,Inp_method,Inp_applied_price);

//--- if the handle is not created 

   if(handle_iStdDev==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(Period()),

                  GetLastError());

      //--- the indicator is stopped early 

      return(INIT_FAILED);

     }

//---

   return(INIT_SUCCEEDED);

  }

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

//| Expert deinitialization function                                 |

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

void OnDeinit(const int reason)

  {

//---

   if(m_money!=NULL)

      delete m_money;

  }

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

//| Expert tick function                                             |

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

void OnTick()

  {

//---

   int size_need_position  = ArraySize(SNeedPosition);

   int size_need_pending   = ArraySize(SNeedPending);

   if(size_need_position>0)

     {

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

        {

         if(SNeedPosition[i].waiting_transaction)

           {

            if(!SNeedPosition[i].transaction_confirmed)

              {

               Print("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)

              {

               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(count_sells>0)

                 {

                  ClosePositions(POSITION_TYPE_SELL);

                  return;

                 }

               //---

               int count_buy_limits=0;

               int count_sell_limits=0;

               CalculateAllPendingOrders(count_buy_limits,count_sell_limits);



               if(count_sell_limits>0)

                 {

                  double level;

                  if(FreezeStopsLevels(level))

                     DeleteOrders(ORDER_TYPE_SELL_LIMIT,level);



                  return;

                 }

              }

            //---

            double level;

            if(FreezeStopsLevels(level))

              {

               SNeedPosition[i].waiting_transaction=true;

               OpenPosition(i,POSITION_TYPE_BUY,SNeedPosition[i].volume,level);

              }

            //---

            return;

           }

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

           {

            if(InpCloseOpposite)

              {

               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(count_buys>0)

                 {

                  ClosePositions(POSITION_TYPE_BUY);

                  return;

                 }

               //---

               int count_buy_limits=0;

               int count_sell_limits=0;

               CalculateAllPendingOrders(count_buy_limits,count_sell_limits);



               if(count_buy_limits>0)

                 {

                  double level;

                  if(FreezeStopsLevels(level))

                     DeleteOrders(ORDER_TYPE_BUY_LIMIT,level);



                  return;

                 }

              }

            //---

            double level;

            if(FreezeStopsLevels(level))

              {

               SNeedPosition[i].waiting_transaction=true;

               OpenPosition(i,POSITION_TYPE_SELL,SNeedPosition[i].volume,level);

              }

            //---

            return;

           }

        }

     }

   if(size_need_pending>0)

     {

      if(!ExtWaitingPendingOrder)

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

           {

            if(SNeedPending[i].pending_type==ORDER_TYPE_BUY_LIMIT)

              {

               //---

               double level;

               if(FreezeStopsLevels(level))

                 {

                  ExtWaitingPendingOrder=true;

                  PlaceOrders(i,ORDER_TYPE_BUY_LIMIT,level);

                 }

              }

            else if(SNeedPending[i].pending_type==ORDER_TYPE_SELL_LIMIT)

              {

               //---

               double level;

               if(FreezeStopsLevels(level))

                 {

                  ExtWaitingPendingOrder=true;

                  PlaceOrders(i,ORDER_TYPE_SELL_LIMIT,level);

                 }

              }

            //---

            return;

           }

     }

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

     {

      datetime time_current=TimeCurrent();

      if(time_current-ExtLastTrailing>10)

        {

         double level;

         if(FreezeStopsLevels(level))

            Trailing(level);

         ExtLastTrailing=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==ExtPrevBars)

      return;

   ExtPrevBars=time_0;

   if(!RefreshRates())

     {

      ExtPrevBars=0;

      return;

     }

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

     {

      double level;

      if(FreezeStopsLevels(level))

         Trailing(level);

     }

//--- search for trading signals

   if(!SearchTradingSignals())

     {

      ExtPrevBars=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;

                       }

                 }

              }

           }

        }

     }

  }

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

//| Refreshes the symbol quotes data                                 |

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

bool RefreshRates(void)

  {

//--- refresh rates

   if(!m_symbol.RefreshRates())

     {

      Print("RefreshRates error");

      return(false);

     }

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

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

  }

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

//| 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;

   freeze_level*=1.1;

//--- 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;

   stop_level*=1.1;



   if(freeze_level<=0.0 || stop_level<=0.0)

      return(false);



   level=(freeze_level>stop_level)?freeze_level:stop_level;

//---

   return(true);

  }

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

//| Open position                                                    |

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

void OpenPosition(const int index_in_structure,const ENUM_POSITION_TYPE pos_type,const double volume,const double level)

  {

//--- buy

   if(pos_type==POSITION_TYPE_BUY)

     {

      double price=m_symbol.Ask();



      double sl=(InpStopLoss==0)?0.0:price-ExtStopLoss;

      if(sl!=0.0 && ExtStopLoss<level) // check sl

         sl=price-level;



      double tp=(InpTakeProfit==0)?0.0:price+ExtTakeProfit;

      if(tp!=0.0 && ExtTakeProfit<level) // check price

         tp=price+level;



      OpenBuy(index_in_structure,volume,sl,tp);

     }

//--- sell

   if(pos_type==POSITION_TYPE_SELL)

     {

      double price=m_symbol.Bid();



      double sl=(InpStopLoss==0)?0.0:price+ExtStopLoss;

      if(sl!=0.0 && ExtStopLoss<level) // check sl

         sl=price+level;



      double tp=(InpTakeProfit==0)?0.0:price-ExtTakeProfit;

      if(tp!=0.0 && ExtTakeProfit<level) // check tp

         tp=price-level;



      OpenSell(index_in_structure,volume,sl,tp);

     }

  }

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

//| Open Buy position                                                |

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

void OpenBuy(const int index_in_structure,const double volume,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double long_lot=0.0;

   if(volume>0.0)

      long_lot=volume;

   else

     {

      if(IntLotOrRisk==risk)

        {

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

         if(InpPrintLog)

            Print("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)

           {

            SNeedPosition[index_in_structure].waiting_transaction=false;

            if(InpPrintLog)

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

            return;

           }

        }

      else if(IntLotOrRisk==lot)

         long_lot=InpVolumeLotOrRisk;

      else

        {

         SNeedPosition[index_in_structure].waiting_transaction=false;

         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())

        {

         Print("#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_in_structure].waiting_transaction=true;

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

              }

            else

               SNeedPosition[index_in_structure].waiting_transaction=false;

            if(InpPrintLog)

               Print("#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_in_structure].waiting_transaction=true;

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

              }

            else

               SNeedPosition[index_in_structure].waiting_transaction=false;

            if(InpPrintLog)

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

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         SNeedPosition[index_in_structure].waiting_transaction=false;

         if(InpPrintLog)

            Print("#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_in_structure,1);

      if(InpPrintLog)

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

      return;

     }

//---

  }

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

//| Open Sell position                                               |

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

void OpenSell(const int index_in_structure,const double volume,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);



   double short_lot=0.0;

   if(volume>0.0)

      short_lot=volume;

   else

     {

      if(IntLotOrRisk==risk)

        {

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

         if(InpPrintLog)

            Print("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)

           {

            SNeedPosition[index_in_structure].waiting_transaction=false;

            if(InpPrintLog)

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

            return;

           }

        }

      else if(IntLotOrRisk==lot)

         short_lot=InpVolumeLotOrRisk;

      else

        {

         SNeedPosition[index_in_structure].waiting_transaction=false;

         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())

         Print("#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_in_structure].waiting_transaction=true;

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

              }

            else

               SNeedPosition[index_in_structure].waiting_transaction=false;

            if(InpPrintLog)

               Print("#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_in_structure].waiting_transaction=true;

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

              }

            else

               SNeedPosition[index_in_structure].waiting_transaction=false;

            if(InpPrintLog)

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

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

           }

        }

      else

        {

         SNeedPosition[index_in_structure].waiting_transaction=false;

         if(InpPrintLog)

            Print("#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_in_structure,1);

      if(InpPrintLog)

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

      return;

     }

//---

  }

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

//| Print CTrade result                                              |

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

void PrintResultTrade(CTrade &trade,CSymbolInfo &symbol)

  {

   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());

  }

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

//| 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))

     {

      Print("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("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)

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep)

                  if(m_position.StopLoss()<m_position.PriceCurrent()-(ExtTrailingStop+ExtTrailingStep))

                     if(ExtTrailingStop>=stop_level)

                       {

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

                           m_symbol.NormalizePrice(m_position.PriceCurrent()-ExtTrailingStop),

                           m_position.TakeProfit()))

                           Print("Modify ",m_position.Ticket(),

                                 " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

                        RefreshRates();

                        m_position.SelectByIndex(i);

                        PrintResultModify(m_trade,m_symbol,m_position);

                        continue;

                       }

              }

            else

              {

               if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep)

                  if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) || 

                     (m_position.StopLoss()==0))

                     if(ExtTrailingStop>=stop_level)

                       {

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

                           m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop),

                           m_position.TakeProfit()))

                           Print("Modify ",m_position.Ticket(),

                                 " Position -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

                        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()));

   int d=0;

  }

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

//| Close positions                                                  |

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

void ClosePositions(const ENUM_POSITION_TYPE pos_type)

  {

   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) // gets the position type

               m_trade.PositionClose(m_position.Ticket()); // close a position by the specified symbol

  }

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

//| Calculate all positions                                          |

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

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

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

  {

   count_buys  =0;   volume_buys   = 0.0; volume_biggest_buys  = 0.0;

   count_sells =0;   volume_sells  = 0.0; volume_biggest_sells = 0.0;

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

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

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

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

              {

               count_buys++;

               volume_buys+=m_position.Volume();

               if(m_position.Volume()>volume_biggest_buys)

                  volume_biggest_buys=m_position.Volume();

               continue;

              }

            else if(m_position.PositionType()==POSITION_TYPE_SELL)

              {

               count_sells++;

               volume_sells+=m_position.Volume();

               if(m_position.Volume()>volume_biggest_sells)

                  volume_biggest_sells=m_position.Volume();

              }

           }

  }

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

//| Search trading signals                                           |

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

bool SearchTradingSignals(void)

  {

   double ma_first[],ma_second[],stddev[];

   ArraySetAsSeries(ma_first,true);

   ArraySetAsSeries(ma_second,true);

   ArraySetAsSeries(stddev,true);

   int start_pos=0,count=(InpExtremeValueBars<3)?3:InpExtremeValueBars;

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

      !iGetArray(handle_iMA_Second,0,start_pos,count,ma_second) || 

      !iGetArray(handle_iStdDev,0,start_pos,count,stddev))

     {

      return(false);

     }



   int size_need_position  = ArraySize(SNeedPosition);

   int size_need_pending   = ArraySize(SNeedPending);

//--- buy

   if(ma_first[1]<ma_second[1] && ma_first[0]>ma_second[0])

     {

      double min_stddev=DBL_MAX,max_stddev=DBL_MIN;

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

        {

         if(stddev[i]<min_stddev)

            min_stddev=stddev[i];

         if(stddev[i]>max_stddev)

            max_stddev=stddev[i];

        }

      if(min_stddev==DBL_MAX || max_stddev==DBL_MIN)

         return(true);

      if(min_stddev==0.0)

         min_stddev+=0.0000001;

      if(max_stddev/min_stddev>5)

        {

         ArrayResize(SNeedPosition,size_need_position+1);

         SNeedPosition[size_need_position].pos_type=POSITION_TYPE_BUY;

         ArrayResize(SNeedPending,size_need_pending+1);

         SNeedPending[size_need_pending].pending_type=ORDER_TYPE_BUY_LIMIT;

         //---

         return(true);

        }

     }

//--- sell

   if(ma_first[1]>ma_second[1] && ma_first[0]<ma_second[0])

     {

      double min_stddev=DBL_MAX,max_stddev=DBL_MIN;

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

        {

         if(stddev[i]<min_stddev)

            min_stddev=stddev[i];

         if(stddev[i]>max_stddev)

            max_stddev=stddev[i];

        }

      if(min_stddev==DBL_MAX || max_stddev==DBL_MIN)

         return(true);

      if(min_stddev==0.0)

         min_stddev+=0.0000001;

      if(max_stddev/min_stddev>5)

        {

         ArrayResize(SNeedPosition,size_need_position+1);

         SNeedPosition[size_need_position].pos_type=POSITION_TYPE_SELL;

         ArrayResize(SNeedPending,size_need_pending+1);

         SNeedPending[size_need_pending].pending_type=ORDER_TYPE_SELL_LIMIT;

         //---

         return(true);

        }

     }

//---

   return(true);

  }

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

//| Place Orders                                                     |

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

void PlaceOrders(const int index_in_structure,const ENUM_ORDER_TYPE order_type,const double level)

  {

   if(m_symbol.Ask()-m_symbol.Bid()>InpAllowablSpread*m_symbol.Point())

     {

      ExtWaitingPendingOrder=false;

      return;

     }

//--- check Freeze and Stops levels

/*

   Type of order/position  |  Activation price  |  Check

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

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

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

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

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

   Buy position            |  Bid	            |  TakeProfit-Bid >= SYMBOL_TRADE_FREEZE_LEVEL 

                           |                    |  Bid-StopLoss   >= SYMBOL_TRADE_FREEZE_LEVEL

   Sell position           |  Ask	            |  Ask-TakeProfit >= SYMBOL_TRADE_FREEZE_LEVEL

                           |                    |  StopLoss-Ask   >= SYMBOL_TRADE_FREEZE_LEVEL

                           

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

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

   TakeProfit        >= Bid                        |  TakeProfit        <= Ask

   StopLoss          <= Bid	                     |  StopLoss          >= Ask

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

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

*/

   double price=0.0,sl=0.0,tp=0.0;



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

     {

      //--- buy limit

      if(order_type==ORDER_TYPE_BUY_LIMIT)

        {

         if(i==0)

            price=m_symbol.Ask()-ExtIndent;

         else

            price=m_symbol.Ask()-ExtIndent-ExtIndent*i;



         if(m_symbol.Bid()-price<level) // check price

            price=m_symbol.Bid()-level;



         sl=(ExtStopLoss==0)?0.0:price-ExtStopLoss;

         if(sl!=0.0 && ExtStopLoss<level) // check sl

            sl=price+level;



         tp=(ExtTakeProfit==0)?0.0:price+ExtTakeProfit;

         if(tp!=0.0 && ExtTakeProfit<level) // check tp

            tp=price-level;



         PendingOrder(ORDER_TYPE_BUY_LIMIT,price,sl,tp);

        }

      //--- sell limit

      if(order_type==ORDER_TYPE_SELL_LIMIT)

        {

         if(i==0)

            price=m_symbol.Bid()+ExtIndent;

         else

            price=m_symbol.Bid()+ExtIndent+ExtIndent*i;



         if(price-m_symbol.Ask()<level) // check price

            price=m_symbol.Ask()+level;



         sl=(ExtStopLoss==0)?0.0:price+ExtStopLoss;

         if(sl!=0.0 && ExtStopLoss<level)// check sl

            sl=price-level;



         tp=(ExtTakeProfit==0)?0.0:price-ExtTakeProfit;

         if(tp!=0.0 && ExtTakeProfit<level) // check price

            tp=price+level;



         PendingOrder(ORDER_TYPE_SELL_LIMIT,price,sl,tp);

        }

     }

  }

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

//| Pending order                                                    |

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

bool PendingOrder(ENUM_ORDER_TYPE order_type,double price,double sl,double tp)

  {

   sl=m_symbol.NormalizePrice(sl);

   tp=m_symbol.NormalizePrice(tp);

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

   ENUM_ORDER_TYPE check_order_type=-1;

   switch(order_type)

     {

      case  ORDER_TYPE_BUY:

         check_order_type=ORDER_TYPE_BUY;

         break;

      case ORDER_TYPE_SELL:

         check_order_type=ORDER_TYPE_SELL;

         break;

      case ORDER_TYPE_BUY_LIMIT:

         check_order_type=ORDER_TYPE_BUY;

         break;

      case ORDER_TYPE_SELL_LIMIT:

         check_order_type=ORDER_TYPE_SELL;

         break;

      case ORDER_TYPE_BUY_STOP:

         check_order_type=ORDER_TYPE_BUY;

         break;

      case ORDER_TYPE_SELL_STOP:

         check_order_type=ORDER_TYPE_SELL;

         break;

      default:

         return(false);

         break;

     }

//---

   double long_lot=0.0;

   double short_lot=0.0;

   if(IntLotOrRisk==risk)

     {

      bool error=false;

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

      if(InpPrintLog)

         Print("sl=",DoubleToString(sl,m_symbol.Digits()),

               ", CheckOpenLong: ",DoubleToString(long_lot,2),

               ", Balance: ",    DoubleToString(m_account.Balance(),2),

               ", Equity: ",     DoubleToString(m_account.Equity(),2),

               ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

      if(long_lot==0.0)

        {

         if(InpPrintLog)

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

         error=true;

        }

      //---

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

      if(InpPrintLog)

         Print("sl=",DoubleToString(sl,m_symbol.Digits()),

               ", CheckOpenLong: ",DoubleToString(short_lot,2),

               ", Balance: ",    DoubleToString(m_account.Balance(),2),

               ", Equity: ",     DoubleToString(m_account.Equity(),2),

               ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2));

      if(short_lot==0.0)

        {

         if(InpPrintLog)

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

         error=true;

        }

      //---

      if(error)

         return(false);

     }

   else if(IntLotOrRisk==lot)

     {

      long_lot=InpVolumeLotOrRisk;

      short_lot=InpVolumeLotOrRisk;

     }

   else

      return(false);

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

   double check_price=0;

   double check_lot=0;

   if(check_order_type==ORDER_TYPE_BUY)

     {

      check_price=m_symbol.Ask();

      check_lot=long_lot;

     }

   else

     {

      check_price=m_symbol.Bid();

      check_lot=short_lot;

     }

//---

   if(m_symbol.LotsLimit()>0.0)

     {

      double volume_buys        = 0.0;   double volume_sells       = 0.0;

      double volume_buy_limits  = 0.0;   double volume_sell_limits = 0.0;

      double volume_buy_stops   = 0.0;   double volume_sell_stops  = 0.0;

      CalculateAllVolumes(volume_buys,volume_sells,

                          volume_buy_limits,volume_sell_limits,

                          volume_buy_stops,volume_sell_stops);

      if(volume_buys+volume_sells+

         volume_buy_limits+volume_sell_limits+

         volume_buy_stops+volume_sell_stops+check_lot>m_symbol.LotsLimit())

        {

         if(InpPrintLog)

            Print("#0 ,",EnumToString(order_type),", ",

                  "Volume Buy's (",DoubleToString(volume_buys,2),")",

                  "Volume Sell's (",DoubleToString(volume_sells,2),")",

                  "Volume Buy limit's (",DoubleToString(volume_buy_limits,2),")",

                  "Volume Sell limit's (",DoubleToString(volume_sell_limits,2),")",

                  "Volume Buy stops's (",DoubleToString(volume_buy_stops,2),")",

                  "Volume Sell stops's (",DoubleToString(volume_sell_stops,2),")",

                  "Check lot (",DoubleToString(check_lot,2),")",

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

         return(false);

        }

     }

//---

   double free_margin_check=m_account.FreeMarginCheck(m_symbol.Name(),check_order_type,check_lot,check_price);

   if(free_margin_check>0.0)

     {

      if(m_trade.OrderOpen(m_symbol.Name(),order_type,check_lot,0.0,

         m_symbol.NormalizePrice(price),m_symbol.NormalizePrice(sl),m_symbol.NormalizePrice(tp),ORDER_TIME_DAY))

        {

         if(m_trade.ResultOrder()==0)

           {

            if(InpPrintLog)

               Print("#1 ",EnumToString(order_type)," -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

            return(false);

           }

         else

           {

            if(InpPrintLog)

               Print("#2 ",EnumToString(order_type)," -> true. Result Retcode: ",m_trade.ResultRetcode(),

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

            if(InpPrintLog)

               PrintResultTrade(m_trade,m_symbol);

            return(true);

           }

        }

      else

        {

         if(InpPrintLog)

            Print("#3 ",EnumToString(order_type)," -> false. Result Retcode: ",m_trade.ResultRetcode(),

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

         if(InpPrintLog)

            PrintResultTrade(m_trade,m_symbol);

         return(false);

        }

     }

   else

     {

      if(InpPrintLog)

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

      return(false);

     }

//---

   return(false);

  }

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

//| Calculate all volumes                                            |

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

void CalculateAllVolumes(double &volumne_buys,double &volumne_sells,

                         double &volumne_buy_limits,double &volumne_sell_limits,

                         double &volumne_buy_stops,double &volumne_sell_stops)

  {

   volumne_buys         = 0.0;   volumne_sells        = 0.0;

   volumne_buy_limits   = 0.0;   volumne_sell_limits  = 0.0;

   volumne_buy_stops    = 0.0;   volumne_sell_stops   = 0.0;



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

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

         if(m_position.Symbol()==m_symbol.Name())

           {

            if(m_position.PositionType()==POSITION_TYPE_BUY)

               volumne_buys+=m_position.Volume();

            else if(m_position.PositionType()==POSITION_TYPE_SELL)

               volumne_sells+=m_position.Volume();

           }



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

      if(m_order.SelectByIndex(i)) // selects the pending order by index for further access to its properties

         if(m_order.Symbol()==m_symbol.Name())

           {

            if(m_order.OrderType()==ORDER_TYPE_BUY_LIMIT)

               volumne_buy_limits+=m_order.VolumeInitial();

            else if(m_order.OrderType()==ORDER_TYPE_SELL_LIMIT)

               volumne_sell_limits+=m_order.VolumeInitial();

            else if(m_order.OrderType()==ORDER_TYPE_BUY_STOP)

               volumne_buy_stops+=m_order.VolumeInitial();

            else if(m_order.OrderType()==ORDER_TYPE_SELL_STOP)

               volumne_sell_stops+=m_order.VolumeInitial();

           }

  }

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

//| Delete Orders                                                    |

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

void DeleteOrders(const ENUM_ORDER_TYPE order_type,const double level)

  {

//--- check Freeze and Stops levels

/*

   Type of order/position  |  Activation price  |  Check

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

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

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

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

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

*/

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

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

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

            if(m_order.OrderType()==order_type)

              {

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

                  continue;

               if(m_order.OrderType()==ORDER_TYPE_BUY_LIMIT)

                 {

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

                     m_trade.OrderDelete(m_order.Ticket());

                  continue;

                 }

               if(m_order.OrderType()==ORDER_TYPE_SELL_LIMIT)

                 {

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

                     m_trade.OrderDelete(m_order.Ticket());

                  continue;

                 }

              }

  }

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

//| Calculate all pending orders                                     |

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

void CalculateAllPendingOrders(int &count_buy_limits,int &count_sell_limits)

  {

   count_buy_limits  = 0;

   count_sell_limits = 0;



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

      if(m_order.SelectByIndex(i))     // selects the pending order by index for further access to its properties

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

           {

            if(m_order.OrderType()==ORDER_TYPE_BUY_LIMIT)

               count_buy_limits++;

            else if(m_order.OrderType()==ORDER_TYPE_SELL_LIMIT)

               count_sell_limits++;

           }

  }

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