Nadaraya-Watson EA

#property version   "1.01"
#property strict

#include <Trade\Trade.mqh>

input group "===== Indicator Settings ====="
input double   InpBandwidth = 8.0;           // Bandwidth (h)
input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE;  // Price to smooth
input int      InpLookback = 300;            // Lookback Bars

input group "===== EA Settings ====="
input double   InpLotSize = 0.01;            // Lot Size
input int      InpMagicNumber = 123456;      // Magic Number
input string   InpComment = "NW_EA";         // Order Comment
input bool     InpDebugMode = true;          // Show Debug Prints
input int      InpMinBarsBetweenTrades = 1;  // Min Bars Between Trades
input bool     InpAllowHedge = true;         // Allow Hedge (BUY+SELL)

CTrade trade;
datetime lastBarTime;
double lastNW = 0;
int barsSinceLastTrade = 999;
bool firstRun = true;

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

void OnDeinit(const int reason)
{
   Print("===== Nadaraya-Watson EA Stopped =====");
}

double GaussianKernel(double x, double h)
{
   return MathExp(-(MathPow(x, 2) / (h * h * 2)));
}

double CalculateNW(int shift)
{
   double sum = 0;
   double sumw = 0;
   int maxBars = MathMin(InpLookback, Bars(_Symbol, PERIOD_CURRENT) - shift);

   for(int j = 0; j < maxBars; j++)
   {
      double price = 0;
      switch(InpPrice)
      {
         case PRICE_CLOSE:    price = iClose(_Symbol, PERIOD_CURRENT, shift + j); break;
         case PRICE_OPEN:     price = iOpen(_Symbol, PERIOD_CURRENT, shift + j); break;
         case PRICE_HIGH:     price = iHigh(_Symbol, PERIOD_CURRENT, shift + j); break;
         case PRICE_LOW:      price = iLow(_Symbol, PERIOD_CURRENT, shift + j); break;
         case PRICE_MEDIAN:   price = (iHigh(_Symbol, PERIOD_CURRENT, shift + j) + iLow(_Symbol, PERIOD_CURRENT, shift + j)) / 2; break;
         case PRICE_TYPICAL:  price = (iHigh(_Symbol, PERIOD_CURRENT, shift + j) + iLow(_Symbol, PERIOD_CURRENT, shift + j) + iClose(_Symbol, PERIOD_CURRENT, shift + j)) / 3; break;
         case PRICE_WEIGHTED: price = (iHigh(_Symbol, PERIOD_CURRENT, shift + j) + iLow(_Symbol, PERIOD_CURRENT, shift + j) + 2 * iClose(_Symbol, PERIOD_CURRENT, shift + j)) / 4; break;
      }

      double w = GaussianKernel(j, InpBandwidth);
      sum += price * w;
      sumw += w;
   }

   return sum / sumw;
}

bool IsNewBar()
{
   datetime currentBarTime = iTime(_Symbol, PERIOD_CURRENT, 0);
   if(currentBarTime != lastBarTime)
   {
      lastBarTime = currentBarTime;
      barsSinceLastTrade++;
      return true;
   }
   return false;
}

int CountPositions(ENUM_POSITION_TYPE posType)
{
   int count = 0;
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      if(PositionGetSymbol(i) == _Symbol)
      {
         if(PositionGetInteger(POSITION_MAGIC) == InpMagicNumber)
         {
            if(PositionGetInteger(POSITION_TYPE) == posType)
               count++;
         }
      }
   }
   return count;
}

bool OpenBuy()
{
   double price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);

   if(trade.Buy(InpLotSize, _Symbol, price, 0, 0, InpComment))
   {
      barsSinceLastTrade = 0;
      return true;
   }
   return false;
}

bool OpenSell()
{
   double price = SymbolInfoDouble(_Symbol, SYMBOL_BID);

   if(trade.Sell(InpLotSize, _Symbol, price, 0, 0, InpComment))
   {
      ba

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