b l u e 2.mq4

#property description "High-Frequency Trading Robot"

extern double DP = 4;
extern double Lots = 0.01;
extern double commision = 7;
extern double spreadRR  = 0.20;

int begin = 60;
int finish = 1440;

double price, high, low, volume, add=0;
double TWAP[],VWAP[],TWAPh[],TWAPl[],TWAPHH[],TWAPHL[],TWAPLL[],TWAPLH[],SLOPE[];
double Twap,Vwap,Twaph,Twapl,TwapHH,TwapLL,TwapHL,TwapLH;
double twap[],vwap[],twaph[],twapl[],twapHH[],twapHL[],twapLH[],twapLL[];
double count[],count2[],sum[],sum2[],sumh[],suml[],sumE[],sumE2[];
double sumAnt[],sum2Ant[],sumhAnt[],sumlAnt[],countAnt[],count2Ant[],sumEAnt[],sumE2Ant[];
double OPEN,HIGH,LOW,CLOSE;

int Ticket,trade=0,n,i,j,Reload=0,INIC=0,orders;
datetime TimeBar;

int OnInit()
{
      // код доступен только после оплаты
   }

int deinit()
{
return(0);}  

void OnTick()
  {
      // код доступен только после оплаты
   }

RefreshRates();

if(IsConnected()==0 && Reload==0){Reload=1;}
else if (IsConnected()==1 && Reload==1){Reload=0;INIC=0;}

if(Bars>1500)
{

if(INIC==0)
{
j=2; TwapHH=0;TwapLL=0;TwapHL=0;TwapLH=0;Twap=0;Vwap=0;Twaph=0;Twapl=0;
for(n = begin-1; n<=finish; n++)
{
for(i = n-1; i>=0; i--)
{
price=(High[j+i]+Close[j+i]+Low[j+i]+Open[j+i])/4;
high=High[j+i];
low=Low[j+i];
volume=Volume[j+i];

if(i==n-1)
{
sum[n]=price;
sum2[n]=price*volume;
sumh[n]=high;
suml[n]=low;
count[n]=1;
count2[n]=volume;
twap[n]=sum[n]/count[n];
vwap[n]=sum2[n]/count2[n];
twaph[n]=sumh[n]/count[n];
twapl[n]=suml[n]/count[n];
if(high>=twap[n] && low<=twap[n])
{sumE[n]=0;
sumE2[n]=MathMax(high-twap[n],twap[n]-low);}
else
{sumE[n]=MathMax(low-twap[n],twap[n]-high);
sumE2[n]=MathMax(high-twap[n],twap[n]-low);}
}
else
{
sum[n]=sum[n]+price;
sum2[n]=sum2[n]+price*volume;
sumh[n]=sumh[n]+high;
suml[n]=suml[n]+low;
count[n]=count[n]+1;
count2[n]=count2[n]+volume;
twap[n]=sum[n]/count[n];
vwap[n]=sum2[n]/count2[n];
twaph[n]=sumh[n]/count[n];
twapl[n]=suml[n]/count[n];
if(high>=twap[n] && low<=twap[n])
{sumE[n]=sumE[n]+0;
sumE2[n]=sumE2[n]+MathMax(high-twap[n],twap[n]-low);}
else
{sumE[n]=sumE[n]+MathMax(low-twap[n],twap[n]-high);
sumE2[n]=sumE2[n]+MathMax(high-twap[n],twap[n]-low);}
}
}
twapHL[n]=twap[n]+DP*(sumE[n]/count[n]);
twapLH[n]=twap[n]-DP*(sumE[n]/count[n]);
twapHH[n]=twap[n]+DP*(sumE2[n]/count[n]);
twapLL[n]=twap[n]-DP*(sumE2[n]/count[n]);

if(n==60||
n==67 ||
n==75 ||
n==83 ||
n==93 ||
n==104 ||
n==116 ||
n==129 ||
n==144 ||
n==161 ||
n==180 ||
n==200 ||
n==224 ||
n==249 ||
n==278 ||
n==311 ||
n==347 ||
n==387 ||
n==431 ||
n==481 ||
n==537 ||
n==599 ||
n==669 ||
n==746 ||
n==833 ||
n==929 ||
n==1037 ||
n==1157 ||
n==1291 ||
n==1440)
{
Twap=Twap+twap[n];
Vwap=Vwap+vwap[n];
Twaph=Twaph+twaph[n];
Twapl=Twapl+twapl[n];
TwapHH=TwapHH+twapHH[n];
TwapLL=TwapLL+twapLL[n];
TwapHL=TwapHL+twapHL[n];
TwapLH=TwapLH+twapLH[n];
}
}
TWAP[1]=Twap/30;
VWAP[1]=Vwap/30;
TWAPHH[1]=TwapHH/30;
TWAPHL[1]=TwapHL/30;
TWAPLL[1]=TwapLL/30;
TWAPLH[1]=TwapLH/30;
TWAPh[1]=Twaph/30;
TWAPl[1]=Twapl/30;
}

if(Time[0]!=TimeBar)
{
j=1;
TwapHH=0;TwapLL=0;TwapHL=0;TwapLH=0;Twap=0;Vwap=0;Twaph=0;Twapl=0;

TWAP[2]=TWAP[1];
VWAP[2]=VWAP[1];
TWAPHH[2]=TWAPHH[1];
TWAPHL[2]=TWAPHL[1];
TWAPLL[2]=TWAPLL[1];
TWAPLH[2]=TWAPLH[1];
TWAPh[2]=TWAPh[1];
TWAPl[2]=TWAPl[1];

for(n = finish; n>=begin; n--)
{
price=(High[j]+Close[j]+Low[j]+Open[j])/4;
high=High[j];
low=Low[j];
volume=Volume[j];

sum[n]=sum[n-1];
sum2[n]=sum2[n-1];
sumh[n]=s

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